A quantitative analyst is constructing a stock selection algorithm that will be employed in making intraday trades and uses the annual returns of two utility stocks, stock A and stock B, to test the model's capacity to capture dependence between stock returns. The 5 years of annual returns data for each stock used in the test are shown in the following table:

| Year | Return of stock A (Rₐ) | Return of stock B (R_b) |

|------|------------------------|-------------------------|

| 1 | 0.18 | 0.32 |

| 2 | 0.13 | 0.22 |

| 3 | 0.04 | 0.00 |

| 4 | 0.30 | 0.10 |

| 5 | 0.08 | 0.05 |

The analyst estimates that the sample means of the returns of stock A (μₐ) and stock B (μ_b) are 0.146 and 0.138, respectively. What is the unbiased estimate of the sample covariance of stocks A and B?