单选题 The joint probability of returns for securities A and B are as follows:Joint Probability Function of Security A and Security B Returns (Entries Are Joint Probabilities) Return on Security B = 30% Return on Security B = 20% Return on Security A = 25% 0.60 0 Return on Security A = 20% 0 0.40 The covariance of the returns between Securities A and B is closest to