You are working as an investment adviser for a client who is planning to invest in a country named Costaguana. Short$-$dated government bonds in Costaguana offer a return of $0\mathrm{.}04.$ The average return on the stock market in Costaguana is $0\mathrm{.}1.$ The variance of this average stock market return is $0\mathrm{.}16.$ You are required to look at five Costaguanian companies as follows:

$$ The expected return for company A is $0\mathrm{.}1$

$$ The expected return for company B is $0\mathrm{.}07$

$$ The expected return for company C is $0\mathrm{.}13$

$$ The expected return for company D is $0\mathrm{.}16$

$$ The expected return for company E is $0\mathrm{.}01$

Task One. Provide a report saying what in your view would be the maximum covariance which would be possible between the return on each company and the return on the market in order for investment in that company to be worthwhile. Explain the reasoning behind your conclusions for each company and explain clearly explaining the reasoning $$