118：suppose a portfolio of two assets is constructed by optimizing the risk-reward tradeoff .asset 1 has an expected return of 12% and its risk contribution is 3.86% .asset 2 has an expected return of 10% and its contribution is 7.5% .what is the portfolio weight of asset 1 ?
A:   34%
B:   42.9%
C：30%
D:   70%


答案为C.也没有计算过程，不知道怎么算出来的。谢谢高人解答。



134: You have a large position of bonds of firm XYZ ,you hedge these bonds with equity using merton’s debt valuation model .the value of the debt falls unexpectedly ,but the value of equity does not fall ,so you make a loss .consider the following statements:
I
interest rates increased
Ii
volatility fell
Iii
volatility increased
Iv
a liquidity crisis increased the liquidity component of the credit spreads
Which statements are possible explanations for why your hedge did not work out ?

B.I and iii only
C.I  iii and Iv only  


答案选B，我选的是C，我觉得第四项应该也是对的啊？