两资产组合风险

def solve(weights, std_devs, correlation):
    import math
    w1, w2 = weights
    s1, s2 = std_devs
    variance = w1 ** 2 * s1 ** 2 + w2 ** 2 * s2 ** 2 + 2 * w1 * w2 * s1 * s2 * correlation
    std = math.sqrt(variance)
    return {"权重": weights, "标准差": std_devs, "相关系数": correlation, "组合标准差": round(std, 4)}