Depending on where the assets expected returns are and the assets' standard deviations, we can see that we might be able to do better than--have a lower variance than either asset.

根据资产的预期收益,以及收益的标准差，可以看到我们有更好的选择,这里的方差值比以上两种方案都要低。

耶鲁公开课 - 金融市场课程节选

It is defined as rho= That's the correlation coefficient.

定义为,rho等于xy的协方差比xy各自的标准差的乘积,这就是相关系数

耶鲁公开课 - 金融市场课程节选