The respective values of the beta coefficients for the returns on three securities $x,y,z$ are $1\mathrm{.}0,0\mathrm{.}6,$ and $0\mathrm{.}8$ and the variance on the market portfolio is equal to $0\mathrm{.}0625.$ Calculate the covariance between an equally weighted portfolio of $x,y$ and $z$ and the market portfolio.