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 11.75 percent and 18 percent, respectively.

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ProbabilityReturn(A) Return(B) Good OK Poor 0.35 0.50 0.15 0.30 0.10 0.25 0.50 0.10 0.30