NO.PZ2022081802000023
问题如下：
An analyst has made the following return projections for each of three possible outcomes with an equal likelihood of occurrence:
选项：
A.Asset 1 and Asset 2.
B.Asset 1 and Asset 3.
C.Asset 2 and Asset 3.
解释：
SolutionA is correct. An equally weighted portfolio of Asset 1 and Asset 2 has the highest level of volatility of the three pairs. All three pairs have the same expected return; however, the portfolio of Asset 1 and Asset 2 provides the least amount of risk reduction.
题目没读懂，哪个知识点 谢谢
