Given the returns and probabilities for the three possible states listed here, calculate the covariance between the returns of Stock A and Stock B.

Given the returns and probabilities for the three possible states listed here, calculate the covariance between the returns of Stock A and Stock B. For convenience, assume that the expected returns of Stock A and Stock B are 0.09 and 0.19, respectively. (Round your answer to 4 decimal places. For example .1244)