问题如下图：我看下了之前的解答，需要用到计算器，但是我好像能凭感觉看到1和2有点正相关的意思，那就是分散效果差，我想问下这类题是一定要用计算器吗，可不可以不用计算器来确定corelation啊？
选项：
A. 
B. 
C. 
解释：
Wendy_品职助教 · 2019年06月19日
解题思路：
首先要看懂题干的表格，一共有3个资产。根据题意，一共有三种情况，每种情况发生概率相同，即发生概率都是1/3。每个资产在不同情况下会产生不同的收益。比如资产1，在第一种情况下，产生的收益率为12%；资产2，在第一种情况下，产生的收益率也是12%；资产3，在第一种情况下，产生的收益率是0%。观察表格发现，三种资产产生的收益率不外乎12%，6%，0%，这正是题目巧妙的地方，所以正如表格最后一列所示，这三种资产的预期收益率都是6%（=1/3*12%+1/3*6%+1/3*0%）。题目问的是哪对资产是完全负相关，即要找哪两对资产收益率的相关性系数= -1。
解答这道题有两种方法：
一是定性分析。相关性系数反映的是两组数据变化的同步性。如果一组数据逐渐变大，同时另一组数据逐渐变小，那么这两组数据相关性就是负的。观察表格中的数字，比较明显可以看出的是资产2和资产3的收益率是完全负相关的。
outcome 1→outcome 2→outcome 3时，资产2的收益率12%→6%→0，逐渐变小；
outcome 1→outcome 2→outcome 3时，资产3的收益率0→6%→12%，逐渐变大。
二是利用计算器求两组资产之间的相关系数。以A选项资产1 & 资产2的收益率相关性系数计算为例，打开金融计算器：
【2nd】【7】进入data模式，首先清除历史记录【2nd】【CLR WORK】
依次输入两组数据：X01=12【↓】Y01=12【↓】X02=0【↓】Y02=6【↓】X03=6【↓】Y03=0【↓】；然后[2nd][8]进入STAT模式，一直按向下的箭头，直到出现r，r=0.5。说明两组数据的相关性系数=0.5。
同理，可以计算出资产1&资产3收益率的相关性系数为-0.5，资产2&资产3收益率的相关性系数为-1。
易错点分析：这道题目有两个难点。首先，有些同学在读题上就遇到了困难，没有读懂表格是什么意思。其次，不知道如何用计算器计算correlation。
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