问题如下图：
选项：
A. 
B. 
C. 
解释：
NO.PZ2015121801000043问题如下 A portfolio manager creates the following portfolio:If the stanrviation of the portfolio is 14.40%, the correlation between the two securities is equto:A.-1.0.B.0.0.C.1.0.is correct.A portfolio stanrviation of 14.40% is the weighteaverage, whiis possible only if the correlation between the securities is equto 1.0.代入，0.3*0.2+0.7*0.12不等于0.144啊
NO.PZ2015121801000043 NO.PZ2015121801000043 问题如下 A portfolio manager creates the following portfolio: If the stanrviation of the portfolio is 14.40%, the correlation between the two securities is equto: -1.0. 0.0. 1.0. 老师这个题怎么套用数值 然后套入公式进行计算 能给个过程吗 实在是没看懂
NO.PZ2015121801000043 这道题目我算出来corr是0.94，是选一个最相近的答案么
NO.PZ2015121801000043 老师，我不太清楚这道题目应该带入那个公式中进行求解。 因为公式里很多都是△，ρ，我总是不知道他们的中文到底是什么。。。
老师您好，可以写一下计算过程吗？我不知道自己哪里算错了，算不出来cov=1
