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 | rA | rB |
| 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 (ˆσA,B) and correlation (ρA,B) of stock A and B's total effective annual returns?