What is the covariance of returns between stocks D and E? What is their Correlation Coefficient?

state of the economy	probability	Stock D Return	Stock E Return
Expansion	20%	26%	40%
Normal	60%	18%	18%
Recession	20%	10%	-4%

NOTE: I am trying to understand the process of solving the problem, please show all relevant formulas and work to solve the problem. Thank You!