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　　11.   Roy Thomson, a global investment risk manager of FBN Bank, is assessing markets A and B using a two-factor model. In order to determine the covariance between markets A and B, Thomson developed the following factor covariance matrix for global assets:
　　Suppose the factor sensitivities to the global equity factor are 0.75 for market A and 0.45 for market B, and the factor sensitivities to the global bond factors are 0.2 for market A and 0.65 for market B. The covariance between market A and Market B is closest to:
　　A.    -0.215
　　B.    -0.113
　　C.     0.113
　　D.     0.215
　　答案：C