Given the following variance-covariance matrix, calculate the covariance between portfolio A, which has 10% in asset 1 and 90% in asset 2 , and portfolio B, which has 60% in asset 1 and 40% in asset 2 . Let be individual variances of return. Furthermore, let 1,2=2,1 be the covariance of return between asset 1 and asset 2 . [122,11,222]=[0.010.020.020.04] Select one: a. 0.0045 b. 0.0079 c. 0.0034 d. 0.0027 e. 0.0088