Based on the following information determine the covariance and correlation between the returns of the two stocks. State of Economy Probability of State of Economy Return of X Return of Y Bear 0.35 -0.02 0.034 Normal 0.60 0.138 0.062 Bull 0.05 0.218 0.092 Cov=0.001469, Corr=0.9610 Cov = 0.001243, Corr=0.00025 Cov = 0.001243, Corr=0.9794