Consider the following historical data for the returns on assets A and B and the market portfolio: period asset A asset B market portfolio 1 10% 6% 4% 2 -3% 6% 1% 3 5% 2% 5% 4 2% 4% 2% 5 1% 2% 1% The covariance between asset A and asset B is a. 0.004% b. 0.056% c. 0.400% d. None of the above