这是金程ppt上的题。

The standard deviation of returns is 0.3 for Stock A and 0.2 for Stock B.The covariance between the returns of A and B is 0.006.The Correlation of returns between A and B is:
A.0.01
B.0.2
C.0.3
D.0.4

rou=cov(a,b)/Sa*Sb=0.006/(0.3*0.2)=0.006/0.06=0.1
怎么没有答案呢？
ppt上的答案是A