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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

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 30%. 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 -19%. Given this information, what is the covariance between Agnes and Cameron if there is a 0.40 probability that the economy will be in the state of boom and a 0.60 probability that the economy will be in the state of recession.

0.1000
0.4298
0.0970
-0.0768
-0.0832

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