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	0.10	-0.03	0.05
Normal	0.65	0.11	0.062
Bull	0.25	0.25	0.092

Cov = 0.001086, Corr=0.9589

Cov = 0.001086, Corr=0.00019

Cov= 0.001092, Corr=0.9327