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Markowitz 投资组合:2 种资产有 \sigma_1 = 0.1 、 \sigma_2 = 0.2 、 rho = 0.3 、权重相等。计算投资组合的波动率。
Markowitz 投资组合:2 种资产有 \sigma_1 = 0.1 、 \sigma_2 = 0.2 、 rho = 0.3 、权重相等。计算投资组合的波动率。
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