Consider the following returns:
Year End
Stock X
Realized Return
Stock Y Realized Return
Stock Z
2004
20.1%
-14.6%
0.2%
2005
72.7%
4.3%
-3.2%
2006
-5.7%
-58.1%
-27.0%
2007
56.9%
71.1%
27.9%
2008
6.7%
17.3%
-5.1%
2009
17.9%
0.9%
-11.3%
What is the covariance between Stock X's and Stock Y's returns?
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