组合 | 组合日平均收益率 | βp | σP |
1 | 0.005352493 | 1.032391 | 0.3128542 |
2 | 0.002576039 | 1.234947 | 0.30389752 |
3 | 0.003975456 | 1.011591 | 0.22386767 |
4 | 0.00377974 | 1.207439 | 0.27003297 |