The following table shows a sample of historical total returns of shares in two different companies A and B.

Stock Returns | ||

Total effective annual returns | ||

Year | ##r_A## | ##r_B## |

2007 | 0.2 | 0.4 |

2008 | 0.04 | -0.2 |

2009 | -0.1 | -0.3 |

2010 | 0.18 | 0.5 |

What is the historical sample covariance (##\hat{\sigma}_{A,B}##) and correlation (##\rho_{A,B}##) of stock A and B's total effective annual returns?