Use the following information to answer Part E State of Economy Probability ABC Company XYZ Company Expected Return Expected Return -9% -19% -8% -6% Very Poor 0.30 Poor 0.25 Good 0.15 8% 9% 0.30 34% 33% Very Good Expected Return 6.70% 4.05% A) Calculate the covariance of the portfolio. (2 Mark) Please answer as a decimal to 4 decimal places