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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 30%. The return on the Cameron Corporation in the state of recession is estimated to be 44% 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.

-0.0940
0.4910
-0.0680
0.0790
-0.2160

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