I need to prove this

Question

σ(hat)^2(x,y) = (1/n) Σ (Xi - X (bar) ) Yi
using
σ(hat)^2(x,y)= (1/n) Σ (Xi - X(bar)) (Yi-Y(bar))
and
X(bar)= (1/n) Σ Xi
σ(hat)^2 (x,y) is the estimator of covariance