Problem 7.22 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 7.55 percent and 10.80 percent, respectively. (Round answer to 4 decimal places, e.g. 0.0768.) Return on Return on Good OK Poor Probability 0.21 0.60 0.19 Stock A 0.30 0.10 0.25 Stock B 0.50 0.10 0.30 Covariance