For the returns of two stocks, P(X = 10%, Y = 5%) = 0.4, PIX = 15%, Y = 8%) = 0.5, and PX - 28%, Y = 12%) - 0.1. Given that E(X) is 22% and E(Y) is 10%, the covariance of the returns of X and Y is O 0.0043 O 0.0028 O 0.0032 O 0.0035