这道题具体考的是啥呀。看不懂啊 问题如下图：
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NO.PZ2016071602000010问题如下Suppose a portfolio consists of four assets. The risk contribution of eaasset is follows: UK large cap, 3.9%；UK small cap, 4.2%; UK bon, 0.9%; non-UK bon, 1.1%. Whiof the following woulnot a possible explanation for the relatively high risk contribution values for UK equities?A.High expectereturns on UK equitiesB.High weights on UK equitiesC.High volatilities of UK equitiesHigh correlation of UK equities with all other assets in the portfolioA is correct. The risk contribution is proportionto the weight times the betThe latter involves the correlation between the asset anthe portfolio, well the volatility of the asset. Higher weight, correlation, anvolatility woulcreate higher risk contribution. In contrast, high expectereturns woulexplain a high weight, but not a high risk contribution.risk contribution=CVAR/VAR，所以CVAR越大，结果越高，那么MVAR越大，就是波动率应该越小越好
NO.PZ2016071602000010 问题如下 Suppose a portfolio consists of four assets. The risk contribution of eaasset is follows: UK large cap, 3.9%；UK small cap, 4.2%; UK bon, 0.9%; non-UK bon, 1.1%. Whiof the following woulnot a possible explanation for the relatively high risk contribution values for UK equities? A.High expectereturns on UK equities B.High weights on UK equities C.High volatilities of UK equities High correlation of UK equities with all other assets in the portfolio A is correct. The risk contribution is proportionto the weight times the betThe latter involves the correlation between the asset anthe portfolio, well the volatility of the asset. Higher weight, correlation, anvolatility woulcreate higher risk contribution. In contrast, high expectereturns woulexplain a high weight, but not a high risk contribution. 老师这句话什么意思？In contrast, high expectereturns woulexplain a high weight, but not a high risk contribution.也就是A高的预期收益只能高的权重？
NO.PZ2016071602000010 问题如下 Suppose a portfolio consists of four assets. The risk contribution of eaasset is follows: UK large cap, 3.9%；UK small cap, 4.2%; UK bon, 0.9%; non-UK bon, 1.1%. Whiof the following woulnot a possible explanation for the relatively high risk contribution values for UK equities? A.High expectereturns on UK equities B.High weights on UK equities C.High volatilities of UK equities High correlation of UK equities with all other assets in the portfolio A is correct. The risk contribution is proportionto the weight times the betThe latter involves the correlation between the asset anthe portfolio, well the volatility of the asset. Higher weight, correlation, anvolatility woulcreate higher risk contribution. In contrast, high expectereturns woulexplain a high weight, but not a high risk contribution. correlation应该用什么公式分析呢？
NO.PZ2016071602000010 High weights on UK equities High volatilities of UK equities High correlation of UK equities with all other assets in the portfolio A is correct. The risk contribution is proportionto the weight times the betThe latter involves the correlation between the asset anthe portfolio, well the volatility of the asset. Higher weight, correlation, anvolatility woulcreate higher risk contribution. In contrast, high expectereturns woulexplain a high weight, but not a high risk contribution. 如果riskcontribution 和component risk不一样，那请问前者是在哪里讲到的，谢谢
NO.PZ2016071602000010 a为什么对，什么不对
