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 = 0.001243, Corr=0.9794

Cov = 0.001243, Corr=0.00025

Cov= 0.001469, Corr=0.9610