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?