Vera holds 2 stocks, A & B, and is wanting to decide on the proper weights for a portfolio. To do that Vera requires the covariance and would like your . Already calculated is (all in % where appropriate):

Ret of Stock A = 3.6
Ret of Stock B = 12
Ret of market = 0.12
Standard deviation of returns on A = 0.25
Standard deviation of returns on B = 0.89
Standard deviation of the market returns = 0.25
Beta of Stock A = 3.6
Beta of Stock B = 12

What is the covariance between the returns of Stock A & B?