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Covariance Joint Probability Function

Events
Ecomonic Boom, P(S)=.3, Ra=.2, Rb=.3, Cov(Ra,Rb)=.00336
Ecomonic Normal, P(S)=.5, Ra=.12, Rb=.10, Cov(Ra,Rb)=.00020
Economic Slow, P(S)=.2, Ra=.05, Rb=0, Cov(Ra,Rb)=.00224

The text then goes to explain that below illustrates a joint probability function. In this case we only had three joint probabilities:
P(Ra=.2 and Rb=.3) = .30
P(Ra=.12 and Rb=.1) = .50
P(Ra=.05 and Rb= 0) = .20

Can someone please explain how they calculated the joint probabilities. Did they use the Covariance computations indicated above in anyway? How would this fit into a joint probability table?

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