Which of the following statements best illustrates the concept of covariance?

A) "The means of the groups are not all equal to each other."
B) "People of above average intelligence vote more often than the average person."
C) "Not everyone is the same."
D) "The relationship is nonlinear."

Covariance is a statistical concept that measures the tendency of two variables to vary together. In this statement, we can see how intelligence and voting behavior are related and how they tend to vary together, making it a good illustration of covariance. The other statements are not directly related to this concept.