为什么这里没有权重呢

问题如下：

The standard deviations of the losses on three loans are all 1.5. Loan 1 and Loan 2 are uncorrelated. There is a correlation of 0.2 between Loan 1 and Loan 3, and a correlation of 0.5 between Loan 2 and Loan 3. Calculate the standard deviation of the loss on the portfolio.

解释：

The variance is

1.5² +1.5² +1.5²+2×0.2×1.5×1.5+2×0.5×1.5×1.5 = 9.9

The standard deviation is the square root of this or 3.146.