求解释

NO.PZ2020011303000068问题如下Consir a position consisting of a US10,000 investment in asset X ana US20,000 investment in asset Y. Assume ththe ily volatilities of X anY are 1% an2% anththe coefficient of correlation between their returns is 0.3. Whis the five-y Vwith a 97% confinlevel? The stanrviation of the ily changes in the assets are (in US 100 an400. The stanrviation of the ily change in the portfolio is (100^2+400^2+2×100×400×0.3)^0.5=440.5The stanrviation of the five-y change is the square root of 5 multipliethe one-y stanrviation, whiis US984.9. The 97% Vis 1.88 times this, whiis US1852.4. 题目问有一个头寸包含10,000$的资产X，20,000$的资产Y，假设每日波动是1%和2%，相关系数是0.3，求5天97%的VaR?每日波动的llar值X=10,000*1%=100，Y=20,000*2%=400组合每日的波动=(100^2+400^2+2×100×400×0.3)^0.5=440.55天97%的VAR=440.5*(5)^0.5*1.88=1852.4 老师好，1、黑线上半部分我哪里想的不对吗？2、答案的解析，也就是黑线下半部分，我不明白为什么V（X+Y）就直接用100和400来算了，我明白100和400是怎么来的哈，但是100和400只是资产价值啊，100^2难道就相当于V（X）？400^2相当于V（Y）？cov（X，Y）相当于0.3*100*400？不懂答案的含义是什么意思，100就是西格玛X？400就是西格玛Y？3、如果用excel计算的话，有概率计算分位点是什么函数？有分位点计算累计概率又是什么函数呢

NO.PZ2020011303000068问题如下Consir a position consisting of a US10,000 investment in asset X ana US20,000 investment in asset Y. Assume ththe ily volatilities of X anY are 1% an2% anththe coefficient of correlation between their returns is 0.3. Whis the five-y Vwith a 97% confinlevel? The stanrviation of the ily changes in the assets are (in US 100 an400. The stanrviation of the ily change in the portfolio is (100^2+400^2+2×100×400×0.3)^0.5=440.5The stanrviation of the five-y change is the square root of 5 multipliethe one-y stanrviation, whiis US984.9. The 97% Vis 1.88 times this, whiis US1852.4. 题目问有一个头寸包含10,000$的资产X，20,000$的资产Y，假设每日波动是1%和2%，相关系数是0.3，求5天97%的VaR?每日波动的llar值X=10,000*1%=100，Y=20,000*2%=400组合每日的波动=(100^2+400^2+2×100×400×0.3)^0.5=440.55天97%的VAR=440.5*(5)^0.5*1.88=1852.4 老师您好，这是您之前对某个学生的解答，但有两个问题，第一个您帮我看看我的公式有问题吗，我算了很多遍都是2.16%，并不是1.47%。第二个问题是方法二为什么不计算X资产和Y资产的权重呢？

NO.PZ2020011303000068问题如下Consir a position consisting of a US10,000 investment in asset X ana US20,000 investment in asset Y. Assume ththe ily volatilities of X anY are 1% an2% anththe coefficient of correlation between their returns is 0.3. Whis the five-y Vwith a 97% confinlevel? The stanrviation of the ily changes in the assets are (in US 100 an400. The stanrviation of the ily change in the portfolio is (100^2+400^2+2×100×400×0.3)^0.5=440.5The stanrviation of the five-y change is the square root of 5 multipliethe one-y stanrviation, whiis US984.9. The 97% Vis 1.88 times this, whiis US1852.4. 题目问有一个头寸包含10,000$的资产X，20,000$的资产Y，假设每日波动是1%和2%，相关系数是0.3，求5天97%的VaR?每日波动的llar值X=10,000*1%=100，Y=20,000*2%=400组合每日的波动=(100^2+400^2+2×100×400×0.3)^0.5=440.55天97%的VAR=440.5*(5)^0.5*1.88=1852.4 最后算var的时候乘以金额

NO.PZ2020011303000068问题如下Consir a position consisting of a US10,000 investment in asset X ana US20,000 investment in asset Y. Assume ththe ily volatilities of X anY are 1% an2% anththe coefficient of correlation between their returns is 0.3. Whis the five-y Vwith a 97% confinlevel? The stanrviation of the ily changes in the assets are (in US 100 an400. The stanrviation of the ily change in the portfolio is (100^2+400^2+2×100×400×0.3)^0.5=440.5The stanrviation of the five-y change is the square root of 5 multipliethe one-y stanrviation, whiis US984.9. The 97% Vis 1.88 times this, whiis US1852.4. 题目问有一个头寸包含10,000$的资产X，20,000$的资产Y，假设每日波动是1%和2%，相关系数是0.3，求5天97%的VaR?每日波动的llar值X=10,000*1%=100，Y=20,000*2%=400组合每日的波动=(100^2+400^2+2×100×400×0.3)^0.5=440.55天97%的VAR=440.5*(5)^0.5*1.88=1852.4 U 减去Z 乘波动公式不能适用吗？和例题一样啊。反而解题公式没看到过。请详细说说。为啥不能用讲义上的公式，十分困惑。多谢