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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

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 40% 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 0.45 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.

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