Let's say this is r1, this is r2 r1 r2 r3 r4 and then this will be r3 and this will be r4.
那么我们可以2,依次把它们称为。
The return on the portfolio is x1 r1 + x2 r2 + x3 r3.
这个投资组合的收益是。
, r1, and r2 for those and I plugged it into that formula, which we just showed.
我计算了σ1,σ2,r1和r2,I,computed,the,σ1,,σ,代入我们刚刚展示的公式。
r1 is the yield on the one-period bond and r2 is the yield on the two-period bond.
1是一年期债券的收益率,r2则是两年期债券的收益率
rf Actually, I should take that back, this is really rf-- he shows all three.
对了,我应该把那里r2改成-,他设了三个利率值。
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