The change in covariance from $+0\mathrm{.}6$ to $-0\mathrm{.}06$ indicates a shift in the relationship between the returns of company b and company c$.$ Initially, the positive covariance of $+0\mathrm{.}6$ suggested that the returns of the two companies moved in the same direction. If one company's returns increased, the other company's returns would also increase, and vice versa. This would mean that the risk of investing in both companies would be relatively high, as a downturn in the market would likely affect both companies negatively.

However, the change to a negative covariance of $-0\mathrm{.}06$ suggests that the returns of the two companies now move in opposite directions. If one company's returns increase, the other company's returns would decrease, and vice versa. This change would increase the diversification of the investment portfolio, reducing the overall risk. Therefore, the feasible investment opportunity set would become more attractive due to the potential for higher returns with lower risk.