两种股票组合:收益 TWO-Security Portfolio: Return 我们将考察一个包括两个共同基金的资产组合,一个是专门投资于长期债券的债 券资产组合D,一个是专门投资于股权证券的股票基金E,表8-1列出了影响这些 基金收益率的参数,这些参数可以从真实的基金中估计得出。 We will consider a portfolio comprised of two mutual funds, a bond fund that specializes in equity securities, E. Table 8.1 lists the parame. cK portfolio specializing in long-term debt securities, denoted D, and a ste describing the rate-of-return distribution of these funds. These parameters are representative of those that can be estimated from actual funds 表8-1两种共同基金的数据 项目 债券 股权 期望收益E()(%) 8 标准差o(%) 协方差Cov(rp,r) 相关系数pDE 0.38-8 我们将考察一个包括两个共同基金的资产组合，一个是专门投资于长期债券的债 券资产组合D，一个是专门投资于股权证券的股票基金E，表 8-1列出了影响这些 基金收益率的参数，这些参数可以从真实的基金中估计得出。 We will consider a portfolio comprised of two mutual funds, a bond portfolio specializing in long-term debt securities, denoted D, and a stock fund that specializes in equity securities, E. Table 8.1 lists the parameters describing the rate-of-return distribution of these funds. These parameters are representative of those that can be estimated from actual funds. 两种股票组合：收益 Two-Security Portfolio: Return