I need help answering a question. I'm having trouble working through both the covariance and correlation between the returns of the two stocks.

Based on the following information determine the covariance and correlation between the returns of the two stocks. State of Economy Probability of State of Economy Return of*` Return of*} Bear 0. 10 - 0.0 2 0.034 Normal 0.65 0. 138 0. 062 Bull 0. 25 0. 218 0.092 Cov = 0. 001023 , Corr = 0. 9547 Cov = 0.001023 , Corr = 0. 00027 Car = 0. 001 14 4 , Corr = 0. 9391