证券种类(i) | 收益率(%) | 协方差 | |||||
1 | 2 | 3 | 4 | 5 | 6 | ||
1 | 18.5 | 0.2100 | 0.2100 | 0.2210 | −0.2160 | 0.1620 | −0.2150 |
2 | 20.3 | 0.2100 | 0.2250 | 0.2390 | −0.2160 | 0.1680 | −0.2190 |
3 | 22.9 | 0.2210 | 0.2390 | 0.2750 | −0.2460 | 0.1890 | −0.2470 |
4 | 21.8 | −0.2160 | −0.2160 | −0.2460 | 0.2560 | −0.1850 | 0.2540 |
5 | 16.7 | 0.1620 | 0.1680 | 0.1890 | −0.1850 | 0.1420 | −0.1880 |
6 | 23.1 | −0.2150 | −0.2190 | −0.2470 | 0.2540 | −0.1880 | 0.2660 |