问题如下：
Prove that the covariance of stock i with the market portfolio is equal to the sum of the covariances of stock i with all the n stocks included in the market portfolio multiplied by the corresponding proportions xi.
解释：
Drink H · 2020年04月15日
问题如下：
Prove that the covariance of stock i with the market portfolio is equal to the sum of the covariances of stock i with all the n stocks included in the market portfolio multiplied by the corresponding proportions xi.
解释：
NO.PZ2020021002000112问题如下Prove ththe covarianof stoi with the market portfolio is equto the sum of the covariances of stoi with all the n stocks incluin the market portfolio multipliethe corresponng proportions xi.老师，这里的这个里面的∑Xj为何可以提出来？∑Xj并不是一个常数啊，是X1+X2+…Xj
NO.PZ2020021002000112问题如下Prove ththe covarianof stoi with the market portfolio is equto the sum of the covariances of stoi with all the n stocks incluin the market portfolio multipliethe corresponng proportions xi.推导不太明白，烦请详细写下步骤，谢谢
