Anthrax frontman Joey Belladonna gave an internview to Revolver TV's Carla Harvey at a recent stop on the Rockstar Energy Mayhem Festival, and talked about the rumor floating around in recent weeks that Anthrax is working on a series of cover songs to be included on an EP. While Belladonna did not so much confirm that a covers EP is in the works, he did confirm that the band has been recording some covers, including a rendition of the Black Sabbath classic "Neon Knights," which is being included on a Ronnie James Dio tribute album being put together by Dio's widow and longtime manager Wendy Dio. Watch the chat below.