I need help understanding the covariance formula for this problem

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 9.65 percent and 15.60 percent, respectively. (Round answer to 4 decimal places, 9.9. 0.0768.) Return on Return on Probability Stock A Stock B Good 0.35 0.30 0.50 OK 0.44 0.10 0.10 Poor 0.21 -0.25 -0.30