The correlation between two assets equals $-0\mathrm{.}296$ and the covariance between the two assets is $-0\mathrm{.}0104.$

Which of the following least likely lists the standard deviations of the two assets?

A$.45\mathrm{.}45\%$ and $7\mathrm{.}73\%$

B$.23\mathrm{.}4\%$ and $14\mathrm{.}1\%$

C$.35\mathrm{.}54\%$ and $9\mathrm{.}886\%$