Market_State Probability CLS DCP JSE

MARKET SHARE	PROBABILITY	CLS	DCP	JSE
BRILLIANT	15%	30.02%	8.41%	19.22%
GOOD	20%	29.53%	8.27%	18.9%
NEUTRAL	40%	19.02%	5.33%	12.17%
BAD	20%	16.87%	4.72%	10.79%
TERRIBLE	5%	2.78%	0.78%	1.78%

You have been provided returns for two shares, Clicks (JSE:CLS) and Dischem (JSE:DCP). Using the returns and probabilities, answer the following questions: The covariance between Clicks and Dischem is closest to: A) 0.0016 B) 0.0017 C) 0.0015 D) 0.001346 E) 0.0013