The return on the Agnes Corporation in the state of recession is estimated to be -21% 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 42% 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.

OPTIONS: 0.39870 .0938 0.0530 -0.0761 -0.0776