问题如下图：
选项：
A. 
B. 
C. 
为什么correlation 不是1？ 而是0？Rf asset 和 risky asset 之前不是有线性关系么？
NO.PZ2015121801000076问题如下The portfolio of a risk-free asset ana risky asset ha better risk-return traoff thinvesting in only one asset type because the correlation between the risk-free asset anthe risky asset is equto:A.−1.0.B.0.0.C.1.0.is correct.A portfolio of the risk-free asset ana risky asset or a portfolio of risky assets cresult in a better risk-return traoff thinvestment in only one type of asset, because the risk-free asset hzero correlation with the risky asset.看了前几年的解析没想明白
0.0. 1.0. B is correct. A portfolio of the risk-free asset ana risky asset or a portfolio of risky assets cresult in a better risk-return traoff thinvestment in only one type of asset, because the risk-free asset hzero correlation with the risky asset. 这个traoff不应该是-1的相关性吗
凭直觉选对了，但是不明白深层原因。
不太明白这道题是什么意思，麻烦老师解读一下谢谢
