NO.PZ2023021601000009
问题如下：
An analyst has made the following return projections for each of three possible outcomes with an equal likelihood of occurrence:
If
the analyst constructs two-asset portfolios that are equally-weighted, which
pair of assets has the lowest expected standard deviation?(原版书
选项：
A.Asset 1 and Asset 2. B.Asset 1 and Asset 3. C.Asset 2 and Asset 3.解释：
An equally weighted portfolio of Asset 2 and Asset 3 will have the lowest portfolio standard deviation, because for each outcome, the portfolio has the same expected return (they are perfectly negatively correlated).解析没看懂，麻烦老师解释一下。
