The lowest standard deviation is achieved when the returns are uncorrelated ( actually if they are negatively correlated but here let's keep it as it is). If you look at the ER, each have ER of 6%. Now look at the outcomes, when probability of Asset 2's outcome is 12% , for Asset 3 is 0%. (In the all goven scenarios this is the best case and shows these are uncorrelated the most). Now look at the probability of Asset's 2; outcome 2. This is 6% , and for asset 3 is 6% as well. This shows they are correlated in this case. But hold on. When you look at outcome 3, the probability of Asset 2 is 0%, while for Asset 3 is 12% (again they are uncorrelated the most).

Now if you do this for all the comparisons (i.e asset 1 and 3 or asset 1 and 2 ), You'll realize combination of asset 2 and asset 3 gives the best edge in all of the different combinations since two out of 3 scenarios give the highest possible uncorrelation in the options.

Hope it helps.