单选题 Mafia Lena, CFA, wants to determine the relationship between the returns on two asset classes: bonds and preferred stock. She has assembled two representative portfolios in order to estimate the relationship. The all-bond portfolio has a variance of 90.2, while the all-preferred-stock portfolio has a variance of 120.4. The covariance between the two portfolios is equal to 62.5. Which of the following statements accurately summarizes the relationship between the two asset classes? If returns on bonds: A. rise by 10% , returns on the preferred stocks should rise by 6%. B. rise by 10%, returns on the preferred stocks should fall by 6%. C. fall by 1% , returns on the preferred stocks should fall by 6.25 %.