第05章 投资组合&ccedil

第05ç«  投资组合ç

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Unformatted text preview: 清清清清 清清清清清清 清清清清清清清清 清清清 清清清 1 ✦ 我我我我我我我我我我我我我我我我我我我我我 (fair game) 我我我我我我我我我我我我我我 我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我 我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我 我我我我我我我我我我我我我我我 0 我我我我我我我 我我我我我我我我我我我我 我我我我我我我我我我我我 清清清清 清清清清清清 清清清清清清清清 清清清 清清清 2 ✦ 我我我我我我我我我我我 10 我我我我 5 我我我我我 50% 我我 5 我我我我我 50% 我我我我我我我我我我我我我我 0 我 ✦ 我 10 我我我 15 我我我我我我我我我我我我我我我 log(100000)=11.51 我我我 log(150000)=11.92 我我我我我我我 0.41 我我我我我我我我我 0.5×0.41=0.21 我 ✦ 我我我 10 我我我 5 我我我我 log(100000)-log(50000)=11.51- 10.82=0.69 我我我我我我我我我我 0.5×0.69=0.35 我我我我我我我我我我我我 我我我我我我我我我我我 我我我我我我我我我我我 清清清清 清清清清清清 清清清清清清清清 清清清 清清清 3 ✦ 我我我我我我我我我我 – E[U(W)]=pU(W 1 )+(1+p)U(W 2 )=(1/2)log(50 000)+(1/2)log(150 000)=11.37 – 我我 10 我我我我我我 11.51 我我我我我我我 11.37 我我我 – 我我我我我我我我我我我我我我我我我我我我我我我我我我我 我我我我我我我我我我我 我我我我我我我我我我我 清清清清 清清清清清清 清清清清清清清清 清清清 清清清 4 ✦ 我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我 E(r) 我我我我我我我我 2 我我我我我我 我 ✦ ✦ U=E(r)-0.005A σ 2 ✦ ✦ 我我 A 我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我 A 我我我我我我我我我我我我我我 我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我 清清清清清清清 清清清清清清清 清清清清 清清清清清清 清清清清清清清清 清清清 清清清 5 ✦ 我我我我我我我我我我我 10% 我我我我我我 21.21% 我我我我我我我我我 4% 我我我我我我 6% 我我我我我我 我我我我我我我我我我我我我我我我我我我我我我我我我我 ✦ 我我我 A=3 我我我我我我我我我 10-(0.005×3×21.21 2 )=3.25% 我我我我我我我我我我我我我我 我我我我我我我我我我我我我我我我我我我 ✦ 我我我我我我 A 我 2 我我我我我我我我 ✦ 10-(0.005×2×21.21 2 )=5.5% 我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我我 ✦...
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This note was uploaded on 11/30/2011 for the course BUSINESS Finance taught by Professor Zhou during the Summer '10 term at Tsinghua University.

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第05ç«  投资组合ç

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