证券数量
命令按钮
5
证券预期收益率标准差
证券1证券2证券3证券4证券5输入各个证券的预期收益率和标准差
证券1证券2证券3证券4
15%12%13%18%7%5%10%20%输入各证券间的相关系数证券1证券2证券3证券410.560.080.320.5610.370.080.080.3710.350.320.080.3510.50.280.13-0.1各证券间的协方差证券1证券2证券30.49%0.20%0.06%0.20%0.25%0.19%0.06%0.19%1.00%0.45%0.08%0.70%0.28%0.11%0.10%
证券5
14%8%证券50.50.280.13-0.11证券1证券2证券3证券4证券5
证券40.45%0.08%0.70%4.00%-0.16%证券50.28%0.11%0.10%-0.16%0.64%
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