问题如下图：
选项：
A. 
B. 
C. 
解释：
这道题还可以用另一个公式来解，就是variance(p)=variance(1-correlation/n +correlation)
等式右边的variance , 我用了0.04，因为俩资产的standard deviation都是一样的，但如果俩资产sd不一样时，等式的右边的variance应该取什么数？
NO.PZ2015121801000061问题如下A portfolio manager creates the following portfolio:If the correlation of returns between the two securities is −0.15, the expectestanrviation of equal-weighteportfolio is closest to:A.13.04%.B.13.60%.C.13.87%.is correct.lσport=w12σ12+w22σ22+2w1w2ρ1,2σ1σ2=(0.5)2(20%)2+(0.5)2(20%)2+2(0.5)(0.5)(−0.15)(20%)(20%)=(1.0000%+1.0000%−0.3000%)0.5=(1.7000%)0.5=13.04%{l}{\sigma _{port}} = \sqrt {w_1^2\sigma _1^2 + w_2^2\sigma _2^2 + 2{w_1}{w_2}{\rho _{1,2}}{\sigma _1}{\sigma _2}} \\ = \sqrt {{{(0.5)}^2}{{(20\% )}^2} + {{(0.5)}^2}{{(20\% )}^2} + 2(0.5)(0.5)( - 0.15)(20\% )(20\% )} \\ = {(1.0000\% + 1.0000\% - 0.3000\% )^{0.5}} = {(1.7000\% )^{0.5}} = 13.04\% lσport=w12σ12+w22σ22+2w1w2ρ1,2σ1σ2=(0.5)2(20%)2+(0.5)2(20%)2+2(0.5)(0.5)(−0.15)(20%)(20%)=(1.0000%+1.0000%−0.3000%)0.5=(1.7000%)0.5=13.04%为什么记得之前计算的时候都没有乘过权重啊，什么时候需要✖️什么时候不乘权重a
NO.PZ2015121801000061 权重0.5是怎么算出来的？
NO.PZ2015121801000061 本题解析中的weight的数值，是因为题目说equweighte 又是只有两支股票，所以一半一半取的0.5吗？以及到底什么是权重呢？权重是怎么计算的呢？权重跟股价和shares之间的关系是什么呢？谢谢老师
NO.PZ2015121801000061 13.60%. 13.87%. A is correct. lσport=w12σ12+w22σ22+2w1w2ρ1,2σ1σ2=(0.5)2(20%)2+(0.5)2(20%)2+2(0.5)(0.5)(−0.15)(20%)(20%)=(1.0000%+1.0000%−0.3000%)0.5=(1.7000%)0.5=13.04%{l}{\sigma _{port}} = \sqrt {w_1^2\sigma _1^2 + w_2^2\sigma _2^2 + 2{w_1}{w_2}{\rho _{1,2}}{\sigma _1}{\sigma _2}} \\ = \sqrt {{{(0.5)}^2}{{(20\% )}^2} + {{(0.5)}^2}{{(20\% )}^2} + 2(0.5)(0.5)( - 0.15)(20\% )(20\% )} \\ = {(1.0000\% + 1.0000\% - 0.3000\% )^{0.5}} = {(1.7000\% )^{0.5}} = 13.04\% lσport=w12σ12+w22σ22+2w1w2ρ1,2σ1σ2 =(0.5)2(20%)2+(0.5)2(20%)2+2(0.5)(0.5)(−0.15)(20%)(20%) =(1.0000%+1.0000%−0.3000%)0.5=(1.7000%)0.5=13.04%snow666_6 · 2分钟前这道题我也是用了上面的公式，结果不对， 0.5*0.2*0.2+0.2*0.2*（-0.15）=0.014开根号，和结果不一样呢
题目中说 equal-weighteportfolio ，为什么不用下面图中的式子计算？
