Shares in SergeantPepper will earn a return of 5.50% during a bull market, and 4.80% during a bear market. Shares in AbbeyRoad will earn a return of 8.10% during a bull market, and 1.90% during a bear market. Over the next year, there is a 77% chance of a bull market, otherwise it will be a bear market. What is the covariance of the two security returns?

		-0.000101
		0.000433
		0.003640
		0.000077