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The probabilities of an economic boom, normal economy, and a recession are 15 percent, 83 percent, and 2 percent, respectively. For these economic states, Stock

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The probabilities of an economic boom, normal economy, and a recession are 15 percent, 83 percent, and 2 percent, respectively. For these economic states, Stock A has deviations from its expected returns of -0.03, 0.01, and 0.02 for the three economic states respectively. Stock B has deviations from its expected returns of 0.15,0.06, and -0.09 for the three economic states, respectively. What is the covariance of the two stocks

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