An analyst develops the following joint probability function for the returns of two companies, X and Y:

Return of Y \ Return of X	20%	15%	10%
15%	0.2	0	0
10%	0	0.4	0
5%	0	0	0.4

The expected returns for companies X and Y are 14% and 9%, respectively. The covariance of returns between X and Y (in percent squared) is closest to: