投资于一种无风险资产和一种 风险资产的情形 ◆该组合的预期收益率为:(8.1) Rn=∑XR=X1R1+X2 Copyright@Zhenlong Zheng 2003, Department of Finance, Xiamen UniversityCopyright©Zhenlong Zheng2003, Department of Finance, Xiamen University 投资于一种无风险资产和一种 风险资产的情形 该组合的预期收益率为: (8.1) n i f i i Rp X R X R X r 1 2 1 1