两种股票组合:风险 TWo-Security portfolio: Risk o2=WD20D2+WE20E2+ 2WDWE coV(g!债券的方差 Variance of Security D σE2=股票的方差 Variance of Security E Cov(r,r)=债券和股票收益的协方差 Cov(rp, re)=Covariance of returns for Security d and Security E 8-118-11 sp 2 = wＤ 2sＤ 2 + wＥ 2sE 2 + 2wDwE Cov(rD,rE ) sD 2 = 债券的方差Variance of Security Ｄ sE 2 =股票的方差Variance of SecurityＥ Cov(rＤ，rＥ) =债券和股票收益的协方差 Cov(rＤ，rＥ) =Covariance of returns for Security Ｄ and Security Ｅ 两种股票组合：风险 Two-Security Portfolio: Risk