问题如下：
An analyst has made the following return projections for each of three possible outcomes with an equal likelihood of occurrence:
If the analyst constructs two-asset portfolios that are equally-weighted, which pair of assets has the lowest expected standard deviation?
选项：
A.Asset 1 and Asset 2.
B.Asset 1 and Asset 3.
C.Asset 2 and Asset 3.
解释：
C is correct.
An equally weighted portfolio of Asset 2 and Asset 3 will have the lowest portfolio standard deviation, because for each outcome, the portfolio has the same expected return (they are perfectly negatively correlated).
请问下，这道题会用到补充内容，sigma_p^2=1/n*sigma_bar+(n-1)/n*Cov_bar这个公式么？
