Over the next year, there is a 72% chance of the market being in state 1, otherwise it is in state 2. Shares in Cornelius.com will earn a return of 5.50% in state 1, and 2.30% in state 2. Shares in GiantBadger will earn a return of 8.30% in state 1, and 1.00% in state 2. What is the covariance of the two security returns?