问题
单项选择题
An analyst does research about covariance. If the standard deviation of returns of an asset is 0.8367%, the covariance of the asset's returns with themselves (in unit of percent squared) is closest to:（）
A. 0.70
B. 0.91
C. 1.00
答案
参考答案：A
解析：
变量与自身的协方差是其标准差的平方，即(0.8367)2=0.70。