问题如下图：这道题如何计算的呢？怎么看此类型的图
选项：
A. 
B. 
C. 
解释：
Shimin_CPA税法主讲、CFA教研 · 2018年11月08日
以1、2资产的相关性计算为例，使用计算器：
[2nd][7]进入data模式，依次输入X01=12，Y01=12；X02=0，Y02=6；X03=6，Y03=0，
然后[2nd][8]进入STAT模式，一直按下箭头，直到屏幕出现r=，算出来是0.5。说明两组数据的相关性=0.5。
这个表格的意思是，资产1，在outcome 1的情况下，收益率是12%。就比如说，它在经济好的时候收益率是12%，经济不好的时候收益率是0%，经济一般的时候收益率是6%。题干中说这三个结果发生概率相同，你可以看成是经济好、不好、一般发生的概率各为1/3.
NO.PZ2015121801000068 问题如下 analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally weighte whipair of assets provis the least amount of risk rection? A.Asset 1 anAsset 2. B.Asset 1 anAsset 3. C.Asset 2 anAsset 3. is correct.equally weighteportfolio of Asset 1 anAsset 2 hthe highest level of volatility of the three pairs. All three pairs have the same expectereturn; however, the portfolio of Asset 1 anAsset 2 provis the least amount of risk rection. 我用计算器算出来1 2的r=0.5，1 3的r=-0.5，为什么是选择0.5而不是-0.5
NO.PZ2015121801000068问题如下analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally weighte whipair of assets provis the least amount of risk rection?A.Asset 1 anAsset 2.B.Asset 1 anAsset 3.C.Asset 2 anAsset 3.is correct.equally weighteportfolio of Asset 1 anAsset 2 hthe highest level of volatility of the three pairs. All three pairs have the same expectereturn; however, the portfolio of Asset 1 anAsset 2 provis the least amount of risk rection.这个题怎么判断risk ction 用计算器的话
NO.PZ2015121801000068 问题如下 analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally weighte whipair of assets provis the least amount of risk rection? A.Asset 1 anAsset 2. B.Asset 1 anAsset 3. C.Asset 2 anAsset 3. is correct.equally weighteportfolio of Asset 1 anAsset 2 hthe highest level of volatility of the three pairs. All three pairs have the same expectereturn; however, the portfolio of Asset 1 anAsset 2 provis the least amount of risk rection. 2资产取最大的时候3取最小，为什么2和3 不对呢
NO.PZ2015121801000068 问题如下 analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally weighte whipair of assets provis the least amount of risk rection? A.Asset 1 anAsset 2. B.Asset 1 anAsset 3. C.Asset 2 anAsset 3. is correct.equally weighteportfolio of Asset 1 anAsset 2 hthe highest level of volatility of the three pairs. All three pairs have the same expectereturn; however, the portfolio of Asset 1 anAsset 2 provis the least amount of risk rection. 这题也是求组合的相关系数r对吧？相关性越大，越不能rerisk
NO.PZ2015121801000068问题如下analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally weighte whipair of assets provis the least amount of risk rection?A.Asset 1 anAsset 2.B.Asset 1 anAsset 3.C.Asset 2 anAsset 3.is correct.equally weighteportfolio of Asset 1 anAsset 2 hthe highest level of volatility of the three pairs. All three pairs have the same expectereturn; however, the portfolio of Asset 1 anAsset 2 provis the least amount of risk rection.[2n[7]进入ta模式，依次输入X01=12，Y01=12；X02=0，Y02=6；X03=6，Y03=0，然后[2n[8]进入STAT模式，出现1-V，然后按向下箭头，就出现error提示了，请问这是怎么回事啊？