e standard deviation of return on investment $A$ is $10\%,$ while the standard deviation of return on investment $B$ is $5\%.$ If the covariance of returns on A and $B$ is $0\mathrm{.}0030,$ the C

A and $B$ is

$0\mathrm{.}12$

$0\mathrm{.}36$

$0\mathrm{.}60$