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 $0\mathrm{.}10-0\mathrm{.}030\mathrm{.}05$

Normal $0\mathrm{.}650\mathrm{.}110\mathrm{.}062$

Bull $0\mathrm{.}250\mathrm{.}250\mathrm{.}092$