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投资组合的期望收益 WBw=$2,000/$5000=4 WD=$3,000/$5,000=6 Rp= WBw)(RBW+ WD(RD) Rp=(4)(9%)+(6)(8%) Rp=(3.6%)+(4.8%)=8.4% 5-215-21 投资组合的期望收益 WBW = $2,000 / $5,000 = .4 WD = $3,000 / $5,000 = .6 RP = (WBW)(RBW) + (WD)(RD) RP = (.4)(9%) + (.6)(8%) RP = (3.6%) + (4.8%) = 8.4%
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