I cant seem to figure out part B.

Consider the following table: Probability Scenario Severe recession Mild recession Normal growth Boom .05 -25 Stock Fund Rate of Return -40% -140 178 338 Bond Fund Rate of Return -98 156 .40 .30 -58 a. Calculate the values of mean return and variance for the stock fund. (Do not round intermediate calculations. Round "Mean return" value to 1 decimal place and "Variance" to 4 decimal places.) Mean return Variance 11.2 445.86 b. Calculate the value of the covariance between the stock and bond funds. (Negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 4 decimal places.) Covariance -99.520