两种股票组合:收益 Two-Security Portfolio: Return 组合收益率r Wr t wr WD=投资与债券中的部分基金 D=投资债券的收益 WE= Proportion of funds in Security(股票) rE= Expected return on Security(股票) ∑W 8-98-9 组合收益率rp = WDrD + WErE WD =投资与债券中的部分基金 rD =投资债券的收益 WＥ = Proportion of funds in Security（股票） rＥ = Expected return on Security （股票） 两种股票组合：收益 Two-Security Portfolio: Return S Wi i=1 n = 1