股票名称国金证券（600109）伊利股份（600887）中国石化（600028）康美药业（600518）国电电力（600795）c10期望收益率方差-协方差矩阵
0.019609629-0.0136864860.0259308220.4044940.1796320.2593930.0971520.2243010.1796320.3720930.1731310.1318350.1074320.2593930.1731310.305840.0404540.27571-0.042544440.0971520.1318350.0404540.130650.046958-0.0982443720.2243010.1074320.275710.0469580.346444z1-0.06697256-0.4177295571.6855476640.153143277-1.472845689x的转秩y的转秩期望收益（x）方差（x）标准差（x）协方差相关系数组合中X的比例a组合p的期望收益组合p的标准差组合中X的比例a-3-2.9-2.8-2.7-2.6x0.5634723.51456-14.1813-1.2884712.39176c20.01R-c20.00961-0.023690.015931-0.05254-0.10824z2-0.04313-0.391651.6169180.047878-1.45635y0.1905691.730412-7.14399-0.211546.4345520.5634723.51456-14.1813-1.2884712.391760.1905691.730412-7.14399-0.211546.434552期望收益（y）方差13.1872（y）标准差3.631419（y）-1.567396.9693460.99718425%-1.013112.349735标准差2.3497353.2689223.0978822.9269352.7560982.585392期望收益-1.013111.3887491.3148461.2409421.1670391.093136益-0.828353.7040851.9246有效160.000.000.000.00?.00`.00%-2.5-2.4-2.3-2.2-2.1-2-1.9-1.8-1.7-1.6-1.5-1.4-1.3-1.2-1.1-1-0.9-0.8-0.7-0.6-0.5-0.4-0.3-0.2-0.10.000.10.20.30.40.50.60.70.80.911.12.4148462.2444972.0743911.9045961.7352011.5663371.3981961.2310751.0654530.9021560.7427210.5902840.4519810.3452410.30520.3551830.4671340.6077220.7612420.9212521.0848831.2507161.4179781.5862171.7551521.92462.0944362.2645742.4349492.6055152.7762372.9470893.1180483.2890983.4602253.6314193.80267r-rf0.00461-0.028690.010931-0.05754-0.113241.0192320.9453290.8714250.7975220.7236180.6497150.5758110.5019080.4280040.3541010.2801970.2062940.132390.058487-0.01542-0.08932-0.16322-0.23713-0.31103-0.38493-0.45884-0.53274-0.60664-0.68055-0.75445-0.82835-0.90226-0.97616-1.05007-1.12397-1.19787-1.27178-1.34568-1.41958-1.49349-1.56739-1.64129z-0.03121-0.378611.582603-0.00475-1.4481M0.1114421.351831-5.650740.0169785.17048580.00`.00@.00 .00%0.00%-20.00%0-40.00%-60.00%-80.00%-100.00%期望收益0.51rf0.015M的转秩期望收益（M）方差（M）标准差（M）0.1114421.351831-5.650740.0169785.170485-0.671542.4513061.565665标准差无风险资产市场组合期望收益00.0151.565664849-0.67154有效前沿1.522.533.54标准差
5支股票的有效前沿复习课程
