The Probabilities of an Economic Boom,normal Economy,and a Recession Are

The probabilities of an economic boom,normal economy,and a recession are 15 percent,83 percent,and 2 percent,respectively.For these economic states,Stock A has deviations from its expected returns of −0.03,0.01,and 0.02 for the three economic states respectively.Stock B has deviations from its expected returns of 0.15,0.06,and −0.09 for the three economic states,respectively.What is the covariance of the two stocks?

A) 0.02049
B) 0.02143
C) -0.00021
D) 0.00116
E) -0.01054