问题如下图：
选项：
A. 
B. 
C. 
解释：
为什么14.4%是weighted average啊
NO.PZ2015121801000044 问题如下 A portfolio manager creates the following portfolio:If the stanrviation of the portfolio is 14.40%, the covarianbetween the two securities is equto: A.0.0006. B.0.0240. C.1.0000. is correct.A portfolio stanrviation of 14.40% is the weighteaverage, whiis possible only if the correlation between the securities is equto 1.0. If the correlation coefficient is equto 1.0,then the covarianmust equ0.0240, calculateas: Cov( R 1 , R 2 )= ρ 12 σ 1 σ 2 =(1.0)(20%)(12%)=2.40%=0.0240. 14%^2= 30%^2✖️20%^2+70%^2✖️12%^2+2✖️30%✖️70%✖️covcov算出来=0.1014请问是哪里算错了
NO.PZ2015121801000044 问题如下 A portfolio manager creates the following portfolio:If the stanrviation of the portfolio is 14.40%, the covarianbetween the two securities is equto: A.0.0006. B.0.0240. C.1.0000. is correct.A portfolio stanrviation of 14.40% is the weighteaverage, whiis possible only if the correlation between the securities is equto 1.0. If the correlation coefficient is equto 1.0,then the covarianmust equ0.0240, calculateas: Cov( R 1 , R 2 )= ρ 12 σ 1 σ 2 =(1.0)(20%)(12%)=2.40%=0.0240. 我用了，(w+σ)^2+(w+σ)^2+2w1w2σ1σ2 cov这个公式反推不出来，算出来的结果是0.9901
NO.PZ2015121801000044 老师，14.4%推出p=1,这个点还不是很懂？请解惑，谢谢！
https://class.pzacamy.com/qa/45937 我看的这里的图，助教的图显示不出来 我想问下“是通过给出的组合方差14.40%正好和单个资产的平方和的形式相等，从而得出了ρ=1” 14.4%等于资产2的方差12%的平方，但是公式 rp^2=(w1*r1)^+(w2*r2)^2+w1*w2*+2*w1*w2*r1*r2*p 我不知道怎么和这个复杂的式子就联系上了呢？ r2^2=0.12^2=14.4% 而rp^2= 14.4%^2=0.020736，完全没关系啊
0.0240. 1.0000. B is correct. A portfolio stanrviation of 14.40% is the weighteaverage, whiis possible only if the correlation between the securities is equto 1.0. If the correlation coefficient is equto 1.0,then the covarianmust equ0.0240, calculateas: Cov( R 1 , R 2 )= ρ 12 σ 1 σ 2 =(1.0)(20%)(12%)=2.40%=0.0240. 老师，正常是不是要用组合标准差公式到算出相关系数？即，已知组合标准差是14.4%，两个组合的权重和分别的标准差。求相关系数？
