The return on the Agnes Corporation in the state of recession is estimated to be -25% and the return on Agnes in the state of boom is estimated to be 35%. The return on the Cameron Corporation in the state of recession is estimated to be 45% and the return on Cameron in the state of boom is estimated to be -16%. Given this information, what is the covariance between Agnes and Cameron if there is a 0.70 probability that the economy will be in the state of boom and a 0.30 probability that the economy will be in the state of recession. -0.1061 O 0.0965 0.5205 -0.0769 0 -0.2400