30. With respect to an equally-weighted portfolio made up of a large number of assets, which of the following contributes to the volatility of the portfolio?
A. Average Variance of the individual assets.
B. Standard deviation of the individual assets.
C. Average covariance between all pairs of assets.
答案：C
请问一下老师本题答案为何是covariance对portfolio的不确定性影响最大呢?书后答案是从计算的角度来说明的，但是也没有太看懂，还麻烦老师解释一下~谢谢！
