答案C是什么意思？
问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
NO.PZ2016070202000011 问题如下 Whiof the following statements about expecteshortfall (ES) is incorrect? A.ES provis a consistent risk measure across fferent positions antakes account of correlations. B.ES tells whto expein bstates: It gives ia of how bthe portfolio payoff cexpecteto if the portfolio ha boutcome. C.ES-baserule is consistent with expecteutility maximization if risks are rankea seconorr stochastic minanrule. Like VAR, ES es not always satisfy subaitivity (i.e., the risk of a portfolio must less thor equto the sum of the risks of its invipositions). is correct. ES, like VAR, es provi a consistent measure of risk thtakes versification into account, so statement Unlike VAR, however, CVis a sub-aitive risk measure. 老师，2023年考纲的话，C还是超纲吗？貌似基础课没有这个知识点。
NO.PZ2016070202000011 老师请问ES是怎么考虑相关性的
NO.PZ2016070202000011 请老师下C
NO.PZ2016070202000011 请问老师，A中ES考虑correlation是怎么的，谢谢
什么意思，没懂。。。。。。。
