The return on the Agnes Corporation in the state of recession is estimated to be $-20\%$ and the return on Agnes in

the state of boom is estimated to be $32\%.$ The return on the Cameron Corporation in the state of recession is

estimated to be $41\%$ 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 $0\mathrm{.}40$ probability that the economy will

be in the state of boom and a $0\mathrm{.}60$ probability that the economy will be in the state of recession.

$-0\mathrm{.}0811$

$-0\mathrm{.}0749$

$0\mathrm{.}4201$

$0\mathrm{.}0890$

$0\mathrm{.}1040$