单选题 An analyst does research about covariance. If the standard deviation of returns of an asset is 0.8367%, the covariance of the asset's returns with themselves (in unit of percent squared) is closest to:
A. 0.70
B. 0.91
C. 1.00

【正确答案】 A
【答案解析】[解析] 变量与自身的协方差是其标准差的平方，即(0.8367)2=0.70。