The return on stock A has a covariance of 0.1 with the return on the market portfolio whereas the return on stock B has covariance of 0.3 with the market return. The return on which stock moves more closely with the return on the market portfolio? 

Select one: 

a. Stock B 

b. Insufficient information: we would also need the standard deviations of both stocks A and B 

c. Insufficient information: we would need the covariance between A and B 

d. Stock A
e. Insufficient information: we would also need the variance of the market