状态-1收益与风险

配资率

资金投入

收益期望

收益率

风险期望

风险率

风险收益比

(k)

(q)

( $I_1$ )

( ${\tilde{V}}_1$ )

( $R_1$ )

( ${\lambda }_1$ )

0.3

7.7

2.0867

0.2710

1.7818

0.2314

0.8539

0.6

6.3

2.0543

0.3261

1.7754

0.2818

0.8642

0.9

5.3

2.0123

0.3797

1.7780

0.3355

0.8836

1.2

4.5

1.9768

0.4393

1.7990

0.3998

0.9101

1.5

4.0

1.9325

0.4831

1.8325

0.4581

0.9483

1.8

3.6

1.8652

0.5181

1.7880

0.4967

0.9586

2.1

3.2

1.8279

0.5712

1.7673

0.5523

0.9668

2.4

2.9

1.7982

0.6201

1.7245

0.5947

0.9590

2.7

2.7

1.6783

0.6216

1.6859

0.6244

1.0045

3.0

2.5

1.5376

0.6150

1.6594

0.6638

1.0792

3.3

2.3

1.2784

0.5558

1.6378

0.7121

1.2811

3.6

2.2

1.1270

0.5123

1.5938

0.7245

1.4142

3.9

2.0

1.0639

0.5320

1.5745

0.7873

1.4799

4.2

1.9

0.7929

0.4173

1.4628

0.7699

1.8449

状态-2收益与风险

配资率

资金投入

收益期望

收益率

风险期望

风险率

风险收益比

(k)

(q)

$V_2$

( $I_2$ )

( ${\tilde{V}}_2$ )

( $R_2$ )

( ${\lambda }_2$ )

0.3

7.7

1.9834

0.2576

1.6578

0.2153

0.8358

0.6

6.3

1.8976

0.3012

1.6987

0.2696

0.8952

0.9

5.3

1.8065

0.3408

1.7125

0.3231

0.9480

1.2

4.5

1.7578

0.3906

1.7478

0.3884

0.9943

1.5

4.0

1.6923

0.4231

1.8279

0.4570

1.0801

1.8

3.6

1.6189

0.4497

1.7669

0.4908

1.0914

2.1

3.2

1.5278

0.4774

1.7578

0.5493

1.1505

2.4

2.9

1.4783

0.5098

1.7077

0.5889

1.1552

2.7

2.7

1.4099

0.5222

1.6476

0.6102

1.1686

3.0

2.5

1.3278

0.5311

1.6023

0.6409

1.2067

3.3

2.3

1.2984

0.5645

1.5969

0.6943

1.2299

3.6

2.2

1.2168

0.5531

1.5432

0.7015

1.2682

3.9

2.0

1.1879

0.5939

1.4976

0.7488

1.2607

4.2

1.9

1.0948

0.5762

1.4513

0.7638

1.3256