问的是proportion,最后不用除total portfolio variance么
NO.PZ2019012201000066 问题如下 Selecteta on Manager C’s portfolio, whicontains three assets, is presenten Exhibit 1. Baseon Exhibit 1, the proportion of Manager C’s totportfolio variancon tributeAsset 2 is closest to: A.0.0025 B.0.0056 C.0.0088 B is correct. The contribution of asset to totportfolio varianequals the summation of the multiplication between the weight of the asset whose contribution is being measure the weight of eaasset (xj), anthe covarianbetween the asset being measureaneaasset (Cij), follows: The contribution of Asset 2 to portfolio varianis computethe sum of the following procts: proportion 不应该把2的贡献除以总风险吗？为什么没有除
NO.PZ2019012201000066 问题如下 Selecteta on Manager C’s portfolio, whicontains three assets, is presenten Exhibit 1. Baseon Exhibit 1, the proportion of Manager C’s totportfolio variancon tributeAsset 2 is closest to: A.0.0025 B.0.0056 C.0.0088 B is correct. The contribution of asset to totportfolio varianequals the summation of the multiplication between the weight of the asset whose contribution is being measure the weight of eaasset (xj), anthe covarianbetween the asset being measureaneaasset (Cij), follows: The contribution of Asset 2 to portfolio varianis computethe sum of the following procts: 老师，为什么这道题求the proportion of Manager C’s totportfolio variancon tributeAsset 2 ，求出的结果没有除以varianof totportfolio，这道题问的不是proportion吗平时如何分辨除不除以varianof totportfolio ？
NO.PZ2019012201000066 问题如下 Selecteta on Manager C’s portfolio, whicontains three assets, is presenten Exhibit 1. Baseon Exhibit 1, the proportion of Manager C’s totportfolio variancon tributeAsset 2 is closest to: A.0.0025 B.0.0056 C.0.0088 B is correct. The contribution of asset to totportfolio varianequals the summation of the multiplication between the weight of the asset whose contribution is being measure the weight of eaasset (xj), anthe covarianbetween the asset being measureaneaasset (Cij), follows: The contribution of Asset 2 to portfolio varianis computethe sum of the following procts: 老师好，这道题我算的时候在asset2的部分用的是weight2^2*(stan viation 2)，其他的用的是weights*cov，算出来结果也是0.0056385（0.005639），在求absolute varianattribute时候是不是用stanrviation也可以呢？
NO.PZ2019012201000066 问题如下 Selecteta on Manager C’s portfolio, whicontains three assets, is presenten Exhibit 1. Baseon Exhibit 1, the proportion of Manager C’s totportfolio variancon tributeAsset 2 is closest to: A.0.0025 B.0.0056 C.0.0088 B is correct. The contribution of asset to totportfolio varianequals the summation of the multiplication between the weight of the asset whose contribution is being measure the weight of eaasset (xj), anthe covarianbetween the asset being measureaneaasset (Cij), follows: The contribution of Asset 2 to portfolio varianis computethe sum of the following procts: 求解题全过程？totrisk是多少？
NO.PZ2019012201000066 问题如下 Selecteta on Manager C’s portfolio, whicontains three assets, is presenten Exhibit 1. Baseon Exhibit 1, the proportion of Manager C’s totportfolio variancon tributeAsset 2 is closest to: A.0.0025 B.0.0056 C.0.0088 B is correct. The contribution of asset to totportfolio varianequals the summation of the multiplication between the weight of the asset whose contribution is being measure the weight of eaasset (xj), anthe covarianbetween the asset being measureaneaasset (Cij), follows: The contribution of Asset 2 to portfolio varianis computethe sum of the following procts: 请问这里的模型和CME里的multifactor mol是一样的吗？CME里方差公式中带有残差项的方差，这里没有吗？
