单选题
The following table presents historical information for two stocks, RTF and KIU:
| Variance of returns for RTF | 0.0625 |
| Variance of returns for KIU | 0.0900 |
| Correlation coefficient between RTF and KIU | 0.4500 |
The covariance between RTF and KIU is closest to:
【正确答案】
B
【答案解析】
B is correct because