Suppose you own a two-security portfolio. You have 25 percent of your funds invested in Security A and the balance of your funds invested in Security B. Security A has a standard deviation of 8 percent and Security B has a standard deviation of 12 percent. What is the covariance of the returns on Securities A and B if the portfolio standard deviation is 10 percent? A. 0.0040 B. 0.0093 C. 0.0147 D. 0.0258