You are considering a portfolio of two stocks A and B. The expected returns, standard deviation, and correlation coefficient of stock returns are as follows:

E(RA)=0.10 E(RB)=0.15 A, B=0.4, A=0.6, B=0.2

If the covariance matrix (2x2) for stocks A and B is =(x y y z), what should be the value of y in the matrix? (Please round your answer to the closest third decimal place.)