That's been something I've been trying to determine, since I'm wanting to make profiles for the Warriors Three, Sif, Karnilla, and Balder. Bare minimum they are 5-B, but imo they can reasonably scale to 3-C. Balder could fight against Ares during Siege, and imo Ares is closer to Thor and Hercules than he is to the 5-Bs.
Iirc, Sif fought Loki at one point, and Loki could physically overpower Eric Masterson Thor. Loki at least should definitely be 3-C physically imo, if not High 3-A (and unironically should be 1-A with magic). Loki's sword was glowing green here so he can probably amp his physicals with magic, but he has a couple other solid physical feats downscaling from Thor and Silver Surfer.
My next CRT will probably be a revision/addition for Thor supporting characters. Maybe "At least 5-B, possibly 3-C" for non-Thor Asgardians, and then I'm going to really push for "3-C, High 3-A to 1-A with Magic" for Loki.