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The return on the Agnes Corporation in the state of recession is estimated to be -24 % and the return on Agnes in the state

The return on the Agnes Corporation in the state of recession is estimated to be -24% and the return on Agnes in the state of boom is estimated to be 33%. The return on the Cameron Corporation in the state of recession is estimated to be 40% and the return on Cameron in the state of boom is estimated to be -19%. Given this information, what is the covariance between Agnes and Cameron if there is a 0.45 probability that the economy will be in the state of boom and a 0.55 probability that the economy will be in the state of recession.

A 0.0570
B -0.0849
C 0.4163
D 0.0755
E -0.0832

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