问题如下图：
选项：
A. 
B. 
C. 
解释：
？？为啥corelation是1？？
NO.PZ2018070201000044问题如下What's the covarianbetween the two securities? Assuming the stanrviation of the portfolio is 27%.A.7%B.7.5%.C.8%.B is correct.Accorng to the result of last question, when portfolio's stanrviation is 27%, the correlation between the two securities is 1. The covarianis Cov( R 1 , R 2 )= ρ 12 σ 1 σ 2 =(1.0)(30%)(25%)=7.50%.是-0.75可以详细说下为啥相关系数等于1吗
NO.PZ2018070201000044 问题如下 What's the covarianbetween the two securities? Assuming the stanrviation of the portfolio is 27%. A.7% B.7.5%. C.8%. B is correct.Accorng to the result of last question, when portfolio's stanrviation is 27%, the correlation between the two securities is 1. The covarianis Cov( R 1 , R 2 )= ρ 12 σ 1 σ 2 =(1.0)(30%)(25%)=7.50%. 能把相关系数都列出来然后运用到了哪些公式也列出来，谢谢老师
NO.PZ2018070201000044 请问能一下为什么得出 correlation 是1
这个题的具体计算公式是啥呢
用两个资产做组合求标准差的公式计算初结果是0.76875。这个到底该怎么解？
