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Date R (JNJ) 3/1/2020 4/1/2020 5/1/2020 6/1/2020 7/1/2020 8/1/2020 9/1/2020 10/1/2020 11/1/2020 12/1/2020 1/1/2021 2/1/2021 2/10/2021 Prices (JNJ) 128.47 147.00 145.74 138.74 143.80 151.34 147.85 136.16 143.68 157.38 163.13 166.27 166.30 14.42% -0.86% -4.80% 3.65% 5.25% -2.31% -7.91% 5.52% 9.53% 3.65% 1.92% 0.02% Prices (CVx) R(CVX) 69.38 21.97% 88.08 -0.33% 87.80 -1.27% 86.69 -5.93% 81.55 -0.01% 81.54 -12.98% 70.96 -3.47% 68.49 23.24% 85.92 -1.71% 84.45 0.89% 85.20 6.76% 90.96 0.92% 91.80 Average St. Dev. 2.34% 6.13% 2.34% 10.55% 5. What is the Covariance between JNJ and CVX historical returns based on the table above? a. 0.00214 b. 0.00351 c. 0.00383 d. 0.59251 e. 0.63428