Problem 6.20 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 are 9.00 percent and 14.00 percent, respectively (Round answer to decimal places, e.g. 0.0768.) Probability Return(A) Return(0) 0:30 0.30 0.50 OK 0.50 0.10 0.10 Poor 0.20 -0.25 -0.30 Covariance Good