无风险资产和市场组合的相关系数为0, 为什么？

1.<p>以下是有关三家公司证券、市场组合和无风险资产的数据：</p><table><tbody><tr class="firstRow"><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">证券</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">期望报酬率</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">标准差</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">与市场组合的相关系数</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">β系数</td></tr><tr><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">甲公司<br/></td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">13%</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">0.38</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">A</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">0.9</td></tr><tr><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">乙公司</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">18%<br/></td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">B</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">0.4</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">1.1</td></tr><tr><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">丙公司</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">25%</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">0.65</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">0.35</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">C</td></tr><tr><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">市场组合</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">15%</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">0.2</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">D</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">E</td></tr><tr><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">无风险资产</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">5%</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">F</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">G</td><td width="190" valign="middle" style="word-break: break-all; border-width: 1px; border-style: solid;" align="center">H</td></tr></tbody></table><p>&nbsp;要求：<br/></p>