The equally-weighted case that I gave a minute ago was one where the two assets had--were at the same-- had the same expected return and the same variance; but this is quite a bit more general.

我刚刚举的相同权重的例子,表示两种资产-,有相同的预期收益和相同的方差;,但这种情况更加普遍一些。

耶鲁公开课 - 金融市场课程节选