NO.PZ2023101902000016
问题如下：
A portfolio is composed of two securities and has the following characteristics: Investment in X: USD 1.8 million Investment in Y: USD 3.2 million Volatility of X: 8% Volatility of Y: 4% Correlation between X and Y: 15% The portfolio diversified VaR at the 95% confidence level is closest to:选项：
A.$14,074 B.$206,500 C.$404,740 D.$340,725解释：
这道题为什么不用考虑组合的均值收益，每项投资的权重那些，而是只用投资额乘以波动率算出单个的VAR，然后再算组合的VAR呢
