Suppose an Australian investor has an investment in Germany. They make the following forecast State 1 State 2 State 3 Probability 1/3 1/3 1/3 Spot rate ($/) 1.8000 1.6000 1.5000 p* 2,000.00 1,800.00 1,100.00 T $ 3,600.00 $ 2,880.00 $ 1,650.00 What is the covariance between the spot exchange rate and the AUD value of the investment? Select one: a. none of the options b. 2,710.00 c. 6,085.7143 d. 94.67