If the weights of the following tangency portfolio are as follows: Share A = 30% Share B = 45% and Share C = 25%. And the shares have the following variances and covariances:

risk free 5%

variance/covariance
	a	b	c	expected return
a	0.65	0.32	0.45	0.20
b	0.32	0.75	0.68	0.11
c	0.45	0.68	0.80	0.14

Calculate the covariance between each share and the market? A. CovA,M = 0.7959; CovB,M = 1.0639; CovC,M = 1.1300 B. CovA,M = 0.2388; CovB,M = 0.4787; CovC,M = 0.2825 C. CovA,M = 0.4260; CovB,M = 0.7875; CovC,M = 0.4825 D. CovA,M = 0.4515; CovB,M = 0.6035; CovC,M = 0.6410 E. None of the above