|
| 债券 | 股票 | 基金 | 房产 |
| 期望 | 3.12% | 14.19% | 10.65% | 1.52% |
| 标准差 | 4.58% | 52.62% | 42.67% | 7.98% |
| 协方差矩阵 | 0.001961678 | 0.003498808 | −0.009065422 | −0.000786894 |
|
| 0.003498808 | 0.258455533 | −0.010662124 | −0.003679538 |
|
| −0.009065422 | −0.010662124 | 0.169966136 | −0.002513412 |
|
| −0.000786894 | −0.003679538 | −0.002513412 | 0.005936437 |