问题如下图：
选项：
A. 
B. 
C. 
解释：
1和3的组合 1和2有何不同
Shimin_CPA税法主讲、CFA教研 · 2018年11月30日
虽然1 2 3资产的结果都是12，6，0，但由于顺序不同，所以资产之间的相关性系数不同。相关性系数可以用计算器计算。
以1、2资产的相关性计算为例，在计算器依次输入：
[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。
同理，2、3资产的相关性=-1，
1、3资产的相关性为-0.5.
ZHANGDAPENG · 2019年01月12日
麻烦问下这章关于这部分的内容是在哪个视频里
Shimin_CPA税法主讲、CFA教研 · 2019年01月12日
这部分用的还是数量的知识，组合里面在R39. risk and return of individual investment 提了一下
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
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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？
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