NO.PZ2015121801000060
问题如下：
A portfolio manager creates the following portfolio:
If the portfolio of the two securities has an expected return of 15%, the proportion invested in Security1 is:
选项：
A.25%.
B.50%.
C.75%.
解释：
C is correct.
Rp = w1 × R1 + (1 − w1) × R2
Rp = w1 × 16% + (1 − w1) × 12%
15% = 0.75(16%) + 0.25(12%)
可否详细讲解一下解题思路。为什么W1+W2=1？
