The covariance between the returns to Asset A and Asset B is described by which of the following relationships? Note that SD(A) is the standard deviation of A, VAR(A) is the variance of A, and CORR(A,B) is the correlation between the returns of A and B. The "x" represents multiplication.

• A. CORR(A,B) x SD(A) x SD(B)
• B. CORR(A,B) x VAR(A) x VAR(B)
• C. SD(A) x SD(B)
• D. SD(A) x SD(B) / CORR(A,B)