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

The return on the Port Corporation in the state of recession is estimated to be -20% and the return on Port in the state of boom is estimated to be 31%. The return on the Haven Corporation in the state of recession is estimated to be 41% and the return on Haven in the state of boom is estimated to be -16%. Given this information, what is the covariance between Port and Haven 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.

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