问题如下：
What's the expected standard deviation of the portfolio: assuming the covariance of equity and bond is 0.058?
选项：
A. 22.44%.
B. 25.66%.
C. 27.88%.
解释：
A is correct.
上课教的公式是
算出来是15.4%，和答案不一样，我哪里想错了呢
NO.PZ2018070201000042 问题如下 What's the expectestanrviation of the portfolio: assuming the covarianof equity anbonis 0.058? A.22.44%. B.25.66%. C.27.88%. A is correct.σport=ω12σ12+ω22σ22+2ω1ωCovR1R2=(0.4)2(0.3)2+(0.6)2(0.15)2+2(0.4)(0.6)(0.058)=22.4% 最后的公式中为什么最后是2*w1w2*cov，为什么不是2*w1w2σ1σ2v*cov
NO.PZ2018070201000042问题如下 What's the expectestanrviation of the portfolio: assuming the covarianof equity anbonis 0.058?A.22.44%.B.25.66%.C.27.88%.A is correct.σport=ω12σ12+ω22σ22+2ω1ωCovR1R2=(0.4)2(0.3)2+(0.6)2(0.15)2+2(0.4)(0.6)(0.058)=22.4% 是不是cov=西格玛1*西格玛2*p12。比较前面数量学的cov=(x-x拔)（y-y拔）/（n-1），如何理解
25.66%. 27.88%. A is correct. σport=ω12σ12+ω22σ22+2ω1ωCovR1R2=(0.4)2(0.3)2+(0.6)2(0.15)2+2(0.4)(0.6)(0.058)=22.4% 公式里有平方，为什么答案里代入时数字没有平方呢？？另外，如何区分两个公式最后小尾巴，
25.66%. 27.88%. A is correct. σport=ω12σ12+ω22σ22+2ω1ωCovR1R2=(0.4)2(0.3)2+(0.6)2(0.15)2+2(0.4)(0.6)(0.058)=22.4% 我算了几遍都是0.0503,还以为哪个步骤错了，但是看了答案按出来的还是0.0503,这道题没有出错吗
