请问这道题的知识点在哪里呢

NO.PZ201809170400000504 问题如下 Baseon Exhibit 2, the portion of totportfolio risk this explainethe market factor in Fun1’s existing portfolio is closest to: A.3%. B.81%. C.87%. C is correct.The portion of totportfolio risk explainethe market factor is calculatein two steps. The first step is to calculate the contribution of the market factor to totportfolio varianfollows:CVmarket  factor=∑j=1nXmarket  factorXjCmf,jCV_{market\;factor}={\textstyle\sum_{j=1}^n}X_{market\;factor}X_jC_{mf,j}CVmarketfactor​=∑j=1n​Xmarketfactor​Xj​Cmf,j​=Xmarket  factor∑j=1nXjCmf,j=X_{market\;factor}{\textstyle\sum_{j=1}^n}X_jC_{mf,j}=Xmarketfactor​∑j=1n​Xj​Cmf,j​WhereCVmarket factor = contribution of the market factor to totportfolio variancexmarket factor = weight of the market factor in the portfolioxj = weight of factor j in the portfolioCmf,j = covarianbetween the market factor anfactor jThe varianattributeto the market factor is follows:CVmarket factor = (1.080 × 0.00109 × 1.080) + (1.080 × 0.00053 × 0.098) + (1.080 × 0.00022 × –0.401) + (1.080 × –0.00025 × 0.034)CVmarket factor = 0.001223The seconstep is to vi the resulting varianattributeto the market factor the portfolio varianof returns, whiis the square of the stanrviation of returns:Portion of totportfolio risk explainethe market factor = 0.001223/(0.0374)^2Portion of totportfolio risk explainethe market factor = 87% 如题。整个大题的很多个小题给人的感觉都是在CORE课程里没有涉及的，比如第三小题也是

NO.PZ201809170400000504 问题如下 Baseon Exhibit 2, the portion of totportfolio risk this explainethe market factor in Fun1’s existing portfolio is closest to: A.3%. B.81%. C.87%. C is correct.The portion of totportfolio risk explainethe market factor is calculatein two steps. The first step is to calculate the contribution of the market factor to totportfolio varianfollows:CVmarket  factor=∑j=1nXmarket  factorXjCmf,jCV_{market\;factor}={\textstyle\sum_{j=1}^n}X_{market\;factor}X_jC_{mf,j}CVmarketfactor​=∑j=1n​Xmarketfactor​Xj​Cmf,j​=Xmarket  factor∑j=1nXjCmf,j=X_{market\;factor}{\textstyle\sum_{j=1}^n}X_jC_{mf,j}=Xmarketfactor​∑j=1n​Xj​Cmf,j​WhereCVmarket factor = contribution of the market factor to totportfolio variancexmarket factor = weight of the market factor in the portfolioxj = weight of factor j in the portfolioCmf,j = covarianbetween the market factor anfactor jThe varianattributeto the market factor is follows:CVmarket factor = (1.080 × 0.00109 × 1.080) + (1.080 × 0.00053 × 0.098) + (1.080 × 0.00022 × –0.401) + (1.080 × –0.00025 × 0.034)CVmarket factor = 0.001223The seconstep is to vi the resulting varianattributeto the market factor the portfolio varianof returns, whiis the square of the stanrviation of returns:Portion of totportfolio risk explainethe market factor = 0.001223/(0.0374)^2Portion of totportfolio risk explainethe market factor = 87% 为什么选C，答案显示不出来

NO.PZ201809170400000504 问题如下 Baseon Exhibit 2, the portion of totportfolio risk this explainethe market factor in Fun1’s existing portfolio is closest to: A.3%. B.81%. C.87%. C is correct.The portion of totportfolio risk explainethe market factor is calculatein two steps. The first step is to calculate the contribution of the market factor to totportfolio varianfollows:CVmarket  factor=∑j=1nXmarket  factorXjCmf,jCV_{market\;factor}={\textstyle\sum_{j=1}^n}X_{market\;factor}X_jC_{mf,j}CVmarketfactor​=∑j=1n​Xmarketfactor​Xj​Cmf,j​=Xmarket  factor∑j=1nXjCmf,j=X_{market\;factor}{\textstyle\sum_{j=1}^n}X_jC_{mf,j}=Xmarketfactor​∑j=1n​Xj​Cmf,j​WhereCVmarket factor = contribution of the market factor to totportfolio variancexmarket factor = weight of the market factor in the portfolioxj = weight of factor j in the portfolioCmf,j = covarianbetween the market factor anfactor jThe varianattributeto the market factor is follows:CVmarket factor = (1.080 × 0.00109 × 1.080) + (1.080 × 0.00053 × 0.098) + (1.080 × 0.00022 × –0.401) + (1.080 × –0.00025 × 0.034)CVmarket factor = 0.001223The seconstep is to vi the resulting varianattributeto the market factor the portfolio varianof returns, whiis the square of the stanrviation of returns:Portion of totportfolio risk explainethe market factor = 0.001223/(0.0374)^2Portion of totportfolio risk explainethe market factor = 87% 请问老师，这题的coefficient怎么就是weight呢？这个怎么理解呀？谢谢

NO.PZ201809170400000504 问题如下 Baseon Exhibit 2, the portion of totportfolio risk this explainethe market factor in Fun1’s existing portfolio is closest to: A.3%. B.81%. C.87%. C is correct.The portion of totportfolio risk explainethe market factor is calculatein two steps. The first step is to calculate the contribution of the market factor to totportfolio varianfollows:CVmarket  factor=∑j=1nXmarket  factorXjCmf,jCV_{market\;factor}={\textstyle\sum_{j=1}^n}X_{market\;factor}X_jC_{mf,j}CVmarketfactor​=∑j=1n​Xmarketfactor​Xj​Cmf,j​=Xmarket  factor∑j=1nXjCmf,j=X_{market\;factor}{\textstyle\sum_{j=1}^n}X_jC_{mf,j}=Xmarketfactor​∑j=1n​Xj​Cmf,j​WhereCVmarket factor = contribution of the market factor to totportfolio variancexmarket factor = weight of the market factor in the portfolioxj = weight of factor j in the portfolioCmf,j = covarianbetween the market factor anfactor jThe varianattributeto the market factor is follows:CVmarket factor = (1.080 × 0.00109 × 1.080) + (1.080 × 0.00053 × 0.098) + (1.080 × 0.00022 × –0.401) + (1.080 × –0.00025 × 0.034)CVmarket factor = 0.001223The seconstep is to vi the resulting varianattributeto the market factor the portfolio varianof returns, whiis the square of the stanrviation of returns:Portion of totportfolio risk explainethe market factor = 0.001223/(0.0374)^2Portion of totportfolio risk explainethe market factor = 87% 什么时候求出risk explainethe XXX时要除以portfolio stv, 什么时候不用？举个例子，在画了九宫格以后，求出了 （contribution of themarket factor to totportfolio cariance), 有时候就结束了（情况1）但比如这道题里，还要除以“portfolio stanreviation of return\" =3.74%.“ （情况2）我的疑问请问怎么区分什么时候是情况“1”什么时候情况”2”？