多种证券组合的一般性 In General, For an n-Security Portfolio 多种证券的加权平均 roE Weighted average of the n securities σ2=(考虑全部成双量的协方差) p2=(Consider all pair-wise covariance measures) 8-178-17 rp =多种证券的加权平均 rp = Weighted average of the n securities sp 2 = (考虑全部成双量的协方差） sp 2 = (Consider all pair-wise covariance measures) 多种证券组合的一般性 In General, For an n-Security Portfolio: