这题完全没看懂能不能解释一下

问题如下：

Roy Thomson, a global investment risk manager of FBN Bank, is assessing Markets A and B using a two-factor model:

WhereRi is the return for asset i; β is the factor sensitivity; And F is the factor. The random error, has a mean of zero and is uncorrelated with the factors and with the random error of the other asset returns. In order to determine the covariance between Markets A and B, Thomson developed the following factor covariance matrix for global assets: ε_i

Suppose the factor sensitivities to the global equity factor are 0.70 for market A and 0.85 for Market B, and the factor sensitivities to the global bond factors are 0.30 for market A and 0.55 for Market B. The covariance between Market A and Market B is closest to:

选项：

A.

0.213

B.

0.461

C.

0.205

D.

0.453

解释：

Covariance is a measure of how the variables move together.