问题如下：
Among the scenarios in the previous question, Winslow’s portfolio is most sensitive to:
选项：
A. Scenario (A).
B. Scenario (B).
C. Scenario (C)
解释：
C is correct.
The impact of each scenario on Winslow’s portfolio is simply an equally weighted combination of the impacts given in Exhibit 3. Scenario A: 0.02 + (–0.053) + (–0.794) = –0.827 Scenario B: 0.02 – (–0.053) + (–0.794) = –0.721 Scenario C: –0.02 + (–0.053) + (–0.794) = –0.867 A is incorrect. Winslow’s portfolio is more sensitive to scenario C. B is incorrect. Winslow’s portfolio is more sensitive to each of the other scenarios.
题目表格里的company麻烦改一下，那是component