Common Stock A$,$ B$,$ and C have the following characteristics with respect to expected return, standard deviation, and correlation between them:

Exp. Return

Std$.$ Dev.

Stock A

$12\%$

$5\%$

Stock B

$15\%$

$9\%$

Stock C

$11\%$

$6\%$

Correlation

Stock A & B

$\mathrm{.}60$

Stock A & C

$\mathrm{.}70$

Stock B & C

$\mathrm{.}80$

$($Questions $68-70)$

What is the covariance between Stock B and C$?$

Group of answer choices

$0\mathrm{.}00432$

$0\mathrm{.}00294$

None of them

$0\mathrm{.}00504$

$0\mathrm{.}00576$