Given a text T, and several options, according to the question posed in the text T to choose the most appropriate option from the options as the answer, please directly output the most appropriate option, do not need to output the explanation.

The covariance of returns is positive when the returns on two assets tend to:
Option A:have the same expected values.
Option B:be above their expected value at different times.
Option C:be on the same side of their expected value at the same time.

Answer: C