梦梦 · 2024年04月15日

为何∑可以提出来

1. FRM I
2. Foundations Of Risk Management

NO.PZ2020021002000112

问题如下：

Prove that the covariance of stock i with the market portfolio is equal to the sum of the covariances of stock i with all the n stocks included in the market portfolio multiplied by the corresponding proportions x_i.

解释：

老师，这里的这个里面的∑Xj为何可以提出来？∑Xj并不是一个常数啊，是X1+X2+…Xj