Suppose we have a standard 60/40 portfolio. A client wants to add a third asset class to lower the overall portfolio volatility. What specific metric are you looking at for this new asset, and why?

假设我们有一个标准的60/40股债组合。现在客户想加入第三类资产来降低整体组合的波动率。你会具体看新资产的什么指标？为什么？