投资组合分散化效应

import math
def solve(____):
    w1, w2 = weights
    var1, var2 = variances
    std1, std2 = math.sqrt(____), math.sqrt(____)
    portfolio_var = w1**____ * var1 + w2**____ * var2 + ____ * w1 * w2 * std1 * std2 * correlation
    portfolio_std = math.sqrt(____)
    weighted_avg_std = w1 * std1 + w2 * std2
    diversification_benefit = ____ - portfolio_std / weighted_avg_std
    return round(____)