Given the returns and probabilities for the three possible states listed below, calculate the covariance between the returns of Stock A and Stock B. For convenience, assume that the expected returns of Stock A and Stock B are 8.95 percent and 14.80 percent. respectively. (Round answer to 4 decimal places, e.g. 0.0768.) Return Return on Stock on Stock Probability A B Good 0.35 0.30 0.50 OK 0.42 0.10 0.10 Poor 0.23 -0.25 -0.30 Covariance 239