The return on the portfolio is x1 r1 + x2 r2 + x3 r3.
这个投资组合的收益是。
x1 The portfolio mean and variance will depend on x1 x1=1 in the way that if you put--if you made x1 = 1, it would be asset 1 x1=0 and if you made x1 = 0, then it would be the same as asset 2 returns.
投资组合的均值和方差取决于1,如果你令,投资组合的均值方差就与第一项资产相等1,如果你令,那么它们就会与第二项资产的参数相等。
So, if you're doing physics, x2 work is the integral of force, dx, x1 to x2.
如果你正在干活,功就是力的积分,从x1,到。
.. The portfolio expected return-- x3 we have to choose three things now: x1, x2, and x3.
要计算投资组合的预期收益-,我们必须确定三个值x1,x2和。
Let me just solve this for--let's solve x1 for r.
现在我们先解出用r表示x1的关系等式。
应用推荐