The standard deviation of return on investment A is $\mathrm{.}10,$ while the standard deviation of return on investment B is $\mathrm{.}04.$ If the correlation coefficient between the returns on A and B is $-\mathrm{.}25,$ the covariance of returns on A and B is $\_\_\_\_\_\_\_\_\_.$

$-\mathrm{.}0447$

$-\mathrm{.}0010$

$\mathrm{.}0020$

$\mathrm{.}0447$