For the stocks A and B you observe the following monthly returns over the last three months:

Month	A	B
1	8.62%8.62%	1.80%1.80%
2	18.01%18.01%	7.04%7.04%
3	15.20%15.20%	10.91%10.91%

Compute the covariance and correlation between these two stocks.(rounded to four decimal places)

Select one:

a. 0.00110.0011; 0.52670.5267

b. 0.00110.0011; 0.47350.4735

c. 0.00160.0016; 0.68870.6887

d. 0.00160.0016; 0.73000.7300

e. 0.00110.0011; 0.4994