Assume an investor has a fully diversified portfolio worth R 600 000, with expected monthly returns of 0.8% with a standard deviation of 3.5%. The investor then wins a competition, winning R400 000 worth of shares in Company X. The expected monthly returns on Company X are 1%, with a standard deviation of 2%. Calculate the covariance of Company X stock returns with the original portfolio, given a correlation coefficient of 0.35