excel数据分析.xls

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1、ABAB1 10.50.50 0-0.5-0.5X XA AX XB BE(rpE(rp）(rp(rp）(rp(rp）(rp(rp）(rp(rp）3-20.340.20.2645751310.3162277660.3605551282.75-1.750.320.18750.2433490290.288584910.3276335612.5-1.50.30.1750.222204860.2610076630.2947456532.25-1.250.280.16250.2011684620.2335192710.2619040852-10.260.150.1802775640.2061552810

2、.2291287851.75-0.750.240.13750.1595893170.1789727630.1964529211.51.5-0.5-0.50.220.220.1250.1250.1391941090.1391941090.1520690630.1520690630.1639359630.1639359631.25-0.250.20.11250.11924240.1256234450.131695672100.180.10.10.10.10.750.250.160.08750.0819679820.0760345320.0695970550.50.50.140.0750.06614

3、37830.0559016990.043301270.250.750.120.06250.0544862370.0450693910.033071891010.10.050.050.050.05-0.251.250.080.03750.0544862370.067314560.078062475-0.51.50.060.0250.0661437830.0901387820.108972474-0.751.750.040.01250.0819679820.1152443060.140867846-1-12 20.020.020 00.10.1414213560.173205081-1.252.2

4、500.01250.11924240.1681703010.20577597-1.52.5-0.020.0250.1391941090.1952562420.2384848-1.752.75-0.040.03750.1595893170.2225561730.27128168-23-0.060.050.1802775640.250.3041381270.340.320.30.280.260.240.220.20.180.160.140.120.10.080.060.040.020-0.02-0.04-0.06=0.5时的联合线0.30.250.20.150.10.050-0.1-0.0500.

5、050.10.150.20.250.30.350.4组合标准差组合预期收益率0.340.320.30.280.260.240.220.20.180.160.140.120.10.080.060.040.020-0.02-0.04-0.06=0时的联合线0.350.30.250.20.150.10.050-0.1-0.0500.050.10.150.20.250.30.350.4组合标准差组合预期收益率0.340.320.30.280.260.240.220.20.180.160.140.120.10.080.060.040.020-0.02-0.04-0.06=-0.5时的联合线0.40.35

6、0.30.250.20.150.10.050-0.1-0.0500.050.10.150.20.250.30.350.4组合标准差组合预期收益率0.340.320.30.280.260.240.220.20.180.160.140.120.10.080.060.040.020-0.02-0.04-0.06=-1时的联合线0.450.40.350.30.250.20.150.10.050-0.1-0.0500.050.10.150.20.250.30.350.4组合预期标准差组合预期收益率0.340.320.30.280.260.240.220.20.180.160.140.120.10.080

7、.060.040.020-0.02-0.04-0.06=1时的联合线0.250.20.150.10.050-0.1-0.0500.050.10.150.20.250.30.350.4组合标准差组合预期收益0.340.320.30.280.260.240.220.20.180.160.140.120.10.080.060.040.020-0.02-0.04-0.06=0.5时的联合线0.30.250.20.150.10.050-0.1-0.0500.050.10.150.20.250.30.350.4组合标准差组合预期收益率0.340.320.30.280.260.240.220.20.180.

8、160.140.120.10.080.060.040.020-0.02-0.04-0.06=0时的联合线0.350.30.250.20.150.10.050-0.1-0.0500.050.10.150.20.250.30.350.4组合标准差组合预期收益率-1-1(rp(rp）0.40.36250.3250.28750.250.21250.1750.175（第第二二题题）0.13750.10.06250.0250.01250.050.08750.1250.16250.2（第第三三题题）0.23750.2750.31250.350.340.320.30.280.260.240.220.20.18

9、0.160.140.120.10.080.060.040.020-0.02-0.04-0.06=0.5时的联合线0.30.250.20.150.10.050-0.1-0.0500.050.10.150.20.250.30.350.4组合标准差组合预期收益率0.340.320.30.280.260.240.220.20.180.160.140.120.10.080.060.040.020-0.02-0.04-0.06=-0.5时的联合线0.40.350.30.250.20.150.10.050-0.1-0.0500.050.10.150.20.250.30.350.4组合标准差组合预期收益率0.340.320.30.280.260.240.220.20.180.160.140.120.10.080.060.040.020-0.02-0.04-0.06=0.5时的联合线0.30.250.20.150.10.050-0.1-0.0500.050.10.150.20.250.30.350.4组合标准差组合预期收益率