【正确答案】 C

【答案解析】
The formulas for computing the correlation coefficient and covariance between the two stocks are:
ρ_AB =Cov_AB /(σ_A)＜σ_B) =0.001 /(0.05×0.08) =0.25
Cov_BC = ρ_BC×σ_B×σ_C = 0.60 × 0.08 × 0.09 = 0.0043
Note that both formulas use the standard deviation, not the variance, of each stock.