Covariance of $X$ and $M$

Question

I was wondering how we compute the covariance of $r$_$x$ and $r$_$m$. Here is the problem:

We know that:

For stock $X: E(r_x) = 0.21$, and $Stdev(r_x) = 0.15$.

For stock $Y: E(r_y) = 0.15$, and $Stdev(r_y) = 0.09$.

and $Corr(r_x, r_y) = 1/3$.

For market portfolio $M: E(r_m) = 0.17$, $Stdev(r_m) = 0.09$,

$W_m = W_x + W_Y = 1$, and $W_x=1/3$ and $W_y=2/3$.

How do I compute $Cov(r_x, r_m)$?

M is the market portfolio, and W_i is the weight of stock i. E(r_i) is the expected return for stock i.

Thanks :)