NO.PZ2019012201000066
问题如下：
Selected data on Manager C’s portfolio, which contains three assets, is presentedin Exhibit 1.
Based on Exhibit 1, the proportion of Manager C’s total portfolio variance con tributed by Asset 2 is closest to:
选项：
A.0.0025
0.0056
0.0088
解释：
B is correct. The contribution of an asset to total portfolio variance equals the summation of the multiplication between the weight of the asset whose contribution is being measured, the weight of each asset (xj), and the covariance between the asset being measured and each asset (Cij), as follows:
The contribution of Asset 2 to portfolio variance is computed as the sum of the following products:
老师，为什么这道题求the proportion of Manager C’s total portfolio variance con tributed by Asset 2 ，求出的结果没有除以variance of total portfolio，这道题问的不是proportion吗平时如何分辨除不除以variance of total portfolio ？
