NO.PZ2018070201000067
问题如下：
The return projections have been made by Eunice. an analyst from an investment company, for each of the assets with the same probability of occurrence, which combination of two equally-weighted assets has lowest diversification effect?
选项：
A.Asset A and Asset C.
B.Asset B and Asset C.
C.Asset A and Asset B.
解释：
C is correct.
We can also use the calculator to measure the correlation. The correlation between asset B and asset C is -1, between A and B is 0.5, and between A and C is -0.5, the higher correlation, the worse diversification.
老师好，这道题等于说lowest diversification effect, 分散效果最低，的等于是求最相关的两个，算出来AB的correlation 是0.5，BC 是-1，请问一下计算器上按键，2ND 7 输入之后出来的包括标准差，平均，那些值的字母符号怎么看啊，知道标准差平均这个，往下面按y,a 那些又代表什么啊，b 为什么是相关系数。
