相关系数:取值范围 Correlation coefficients: Possible values ρDε取值范围 Range of values for p D, E -1.0≤p≤1.0 如果p=10,证券组合将是正相关 If p=1.0, the securities would be perfectly positively correlated 如果p=-1.0,证券组合将是负相关 If p=-1.0, the securities would be perfectly negatively correlated 8-138-13 相关系数：取值范围 Correlation Coefficients: Possible Values 如果 r = 1.0, 证券组合将是正相关 If r = 1.0, the securities would be perfectly positively correlated 如果 r = -1.0, 证券组合将是负相关 If r = - 1.0, the securities would be perfectly negatively correlated r D,E 取值范围 Range of values for r D,E -1.0 < r < 1.0