NO.PZ2020010304000005
问题如下：
What is the effect on the covariance between X1 and X2 of rescaling X1 by w and X2 by (1 - w), where w is between 0 and 1?
选项：
解释：
Use the properties of rescaled covariance,
Cov[wX1, (1 - w)X2] = w(1 - w)Cov[X1, X2].
可以翻译下吗
