问题如下图：老师我按照答案用计算器 是error
选项：
A. 
B. 
C. 
解释：
Wendy_品职助教 · 2019年09月08日
利用计算器求两组资产之间的相关系数。以A选项资产1 & 资产2的收益率相关性系数计算为例，打开金融计算器：
【2nd】【7】进入data模式，首先清除历史记录【2nd】【CLR WORK】
依次输入两组数据：X01=12【↓】Y01=12【↓】X02=0【↓】Y02=6【↓】X03=6【↓】Y03=0【↓】；
[2nd][8]进入STAT模式，一直按向下的箭头，直到出现r，r=0.5。说明两组数据的相关性系数=0.5。
同理，可以计算出资产1&资产3收益率的相关性系数为-0.5，资产2&资产3收益率的相关性系数为-1。
毛线 · 2019年09月08日
我的计算器显示ln 难道我计算器有问题？
NO.PZ2015121801000067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 hthe lowest expectestanrviation?A.Asset 1 anAsset 2.B.Asset 1 anAsset 3.C.Asset 2 anAsset 3.is correct.equally weighteportfolio of Asset 2 anAsset 3 will have the lowest portfolio stanrviation, because for eaoutcome, the portfolio hthe same expectereturn (they are perfectly negatively correlate.这里的outcome所指是各资产每次取样各自的标准差么？
NO.PZ2015121801000067 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 hthe lowest expectestanrviation? A.Asset 1 anAsset 2. B.Asset 1 anAsset 3. C.Asset 2 anAsset 3. is correct.equally weighteportfolio of Asset 2 anAsset 3 will have the lowest portfolio stanrviation, because for eaoutcome, the portfolio hthe same expectereturn (they are perfectly negatively correlate. 是不是离0越远，说明两组资产的差异越大？
NO.PZ2015121801000067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 hthe lowest expectestanrviation?A.Asset 1 anAsset 2.B.Asset 1 anAsset 3.C.Asset 2 anAsset 3.is correct.equally weighteportfolio of Asset 2 anAsset 3 will have the lowest portfolio stanrviation, because for eaoutcome, the portfolio hthe same expectereturn (they are perfectly negatively correlate.x1 y1 x2 y2 x3y3
NO.PZ2015121801000067 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 hthe lowest expectestanrviation? A.Asset 1 anAsset 2. B.Asset 1 anAsset 3. C.Asset 2 anAsset 3. is correct.equally weighteportfolio of Asset 2 anAsset 3 will have the lowest portfolio stanrviation, because for eaoutcome, the portfolio hthe same expectereturn (they are perfectly negatively correlate. 请问老师这是在考察哪个知识点呀？能系统解答一下吗？
NO.PZ2015121801000067 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 hthe lowest expectestanrviation? A.Asset 1 anAsset 2. B.Asset 1 anAsset 3. C.Asset 2 anAsset 3. is correct.equally weighteportfolio of Asset 2 anAsset 3 will have the lowest portfolio stanrviation, because for eaoutcome, the portfolio hthe same expectereturn (they are perfectly negatively correlate. 计算器怎么按？ 按哪几个数据？