A portfolio has two stocks with equal weighting. The variance of returns for each stock is 100 percent squared, and the covariance is 50 percent squared. The portfolio standard deviation of returns is closest to:
这是mock 题， 答案是：8.7%。 但是我计算的结果是7.9%
请问 the covariance is 50 percent squared ： covariance is 0.5 还是 0.5的平方呢？
