种证券组合 Three-Security Portfolio p =W11+W2 2+ W3r3 2=Wa1W2o2+W32o2 2W,W2 cov(r1r2 2W,W3 cov(rr3 2W2W3 Cov(r2r3) 8-168-16 s2 p = W1 2s1 2+ W2 2s2 2 + 2W1W2 rp = W1 r1 + W2 r2 + W3 r3 Cov(r1 r2 ) + W3 2s3 2 Cov(r1 r3 + 2W ) 1W3 Cov(r2 r3 + 2W ) 2W3 三种证券组合 Three-Security Portfolio