单位向量
1
1
1
1
参数A 2.81029参数B 0.4473预期收益率标准差参数C 23.06180.00%43.01%参数D
2.41787
2.00%37.73%4.00%32.75%
6.00%28.26%标准差收益率8.00%24.51%0.00% 6.00%10.00%21.89%30.80%19.54%12.00%20.83%98.39%49.23%14.00%21.56%
16.00%23.92%18.00%27.50%20.00%31.88%22.00%36.77%24.00%42.01%26.00%47.47%28.00%53.09%30.00%58.83%32.00%64.64%34.00%70.51%36.00%76.44%38.00%82.40%40.00%88.39%绘图数据CAL线绘图数据计算过程
证券4 101.96%