问题如下：
The correlation of the monthly returns of four asset classes are listed as below, which asset class is most linked to Chinese equities?
选项：
A.European equities.
B.Japan equities.
C.US equities.
解释：
A is correct.
The correlation between Chinese equities and European equities is 0.91, which is the largest among the pairwise correlations.
Higher correlation indicates a greater degree of similarity between asset classes.
请老师解释一下，这道题没看懂,为什么是选corrlation 高的？
