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 2.10 percent and 4.40 percent, respectively. (Round answer to 4 decimal places, e.g. 0.0768.)

Probability

Return(A)

Return(B)

Good	0.20	0.30	0.50
Ok	0.46	0.10	0.10
Poor	0.34	-0.25	-0.30

Covariance