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 $11\mathrm{.}50$ percent and $16\mathrm{.}00$ percent, respectively. $($Round answer to $6$ decimal places, e$.$g$.0\mathrm{.}076800.)$

$\backslash$table$[[,$Probability,$\backslash$table$[[$Return on$],[$Stock A$]],\backslash$table$[[$Return on$],[$Stock B$]]],[$Good$,0\mathrm{.}25,0\mathrm{.}30,0\mathrm{.}50],[$OK$,0\mathrm{.}65,0\mathrm{.}10,0\mathrm{.}10],[$Poor$,0\mathrm{.}10,-0\mathrm{.}25,-0\mathrm{.}30]]$

Covariance