The return on Stock A is $30\%,10\%,$ and $-25\%$ when the market condition is good, normal, and bad, respectively. The return on Stock B is $45\%,10\%,$ and $-30\%$ when the market condition is good, normal, and bad, respectively. If the probability of a good economy, normal economy, and bad economy is $25\%,40\%,$ and $35\%,$ respectively, find the covariance between the returns of Stock A and Stock B$.$ Select the choice that is closest to your answer.

Group of answer choices

$0\mathrm{.}0565$

$0\mathrm{.}0627$

$0\mathrm{.}0661$

$0\mathrm{.}0712$