The Questions Relate to the Following Table of Information -What Is the Covariance Between Stock X and Stock Y

The questions relate to the following table of information:

$\begin{array}{llcc} \text { } & \text { Stock X } &\text { Stock Y } \\ \text {Expected Return } & \text { 14 \% } & \text { 18 \% } \\ \text {Standard Deviation } & \text {40 \% } & \text { 54 \% }\\ \text {Beta } & \text {1.20 } & \text { 1.50 } \\ \text {Correlation ( X ,Y) = 0.25 } &\\ \text { } &\\\end{array}$
-What is the covariance between Stock X and Stock Y?

A) 0.025
B) 0.033
C) 0.047
D) 0.054