**Describe the bug**
When using axios to get a local file (`file://...`) I get status code 0 as if there's a CORS issue. This didn't happen using version 0.18.0 so I assume that this is a bug?

**To Reproduce**
Get a local file. In my case I wanted to get a PDF as an array buffer.

```js
axios("file://...", {
    responseType: 'arraybuffer'
    headers: {
        Accept: 'application/pdf'
    }
}).then(..)
```

**Expected behavior**
Just like in version 0.18.0 version I should get a 200 response.

**Environment:**
 - Axios Version 0.19.0
 - OS: Windows 10
 - Browser: EO Webbrowser (Chromium)
 - Browser Version: 19.1.95 (Chromium ~70)
 - Additional Library Versions:  React 16.8.6

**Additional context/Screenshots**
Need to build and run index.html locally so you're making the request from file:// as well.
test/specs/requests.spec.js
axios.post('/foo');
    getAjaxRequest().then(function (request) {
      expect(request.url).toBe('/foo');
      expect(request.method).toBe('POST');
      done();
    });
  });
  it('should make an http request', function (done) {
    axios('/foo');
    getAjaxRequest().then(function (request) {
      expect(request.url).toBe('/foo');
      done();
    });
  });
  it('should reject on network errors', function (done) {
    
    jasmine.Ajax.uninstall();
    var resolveSpy = jasmine.createSpy('resolve');
    var rejectSpy = jasmine.createSpy('reject');
    var finish = function () {
      expect(resolveSpy).not.toHaveBeenCalled();
      expect(rejectSpy).toHaveBeenCalled();
      var reason = rejectSpy.calls.first().args[0];
      expect(reason instanceof Error).toBe(true);
      expect(reason.config.method).toBe('get');
      expect(reason.config.url).toBe('http://thisisnotaserver/foo');
      expect(reason.request).toEqual(jasmine.any(XMLHttpRequest));
      
      jasmine.Ajax.install();
      done();