问题如下图：
选项：
A. 
B. 
C. 
解释：
怎么看出ρ12>ρ13呢？
李宗_品职助教 · 2018年01月04日
你好，使用计算机：2ND DATA输入数组（X,Y），然后2ND STAT，向下查看r
r（1，2）=-0.5，r（1，3）=-0.86
选择提供风险分散最小的组合，r越大，风险分散越少
ciaoyy · 2018年01月04日
我得到的最终答案跟你一样，但是每个r结果都不一样。我是这样使用计算器的，比如算r(1,2). X01=12,y0=12;x02=0,y02=6;x03=6,y03=0;x04=6,y04=6. 2ND STAT--最后得到r(1,2)=0.5。 以此类推，r(2,3)=-1, r(1,3)=-0.5 。其中r(1,2)最大，所以风险分散最小。 这里的r计算量指的就是ρ吗？
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. 我用计算器算出来1 2的r=0.5，1 3的r=-0.5，为什么是选择0.5而不是-0.5
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
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. 这题也是求组合的相关系数r对吧？相关性越大，越不能rerisk
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？