**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
});
  it('should support binary data as array buffer', function (done) {
    var input = new Int8Array(2);
    input[0] = 1;
    input[1] = 2;
    axios.post('/foo', input.buffer);
    getAjaxRequest().then(function (request) {
      var output = new Int8Array(request.params);
      expect(output.length).toEqual(2);
      expect(output[0]).toEqual(1);
      expect(output[1]).toEqual(2);
      done();
    });
  });
  it('should support binary data as array buffer view', function (done) {
    var input = new Int8Array(2);
    input[0] = 1;
    input[1] = 2;
    axios.post('/foo', input);
    getAjaxRequest().then(function (request) {
      var output = new Int8Array(request.params);
      expect(output.length).toEqual(2);
      expect(output[0]).toEqual(1);
      expect(output[1]).toEqual(2);
      done();
    });
  });
  it('should support array buffer response', function (done) {
    var response;
    function str2ab(str) {