投资组合优化动态模型.XLS

输入变量
预期收益率标准差

相关系数
1 2 3 4 5
1 100.0% -10.0% 40.0% 0.0% 60.0%
2 -10.0% 100.0% 40.0% 70.0% -10.0%
3 40.0% 40.0% 100.0% 50.0% 70.0%
4 0.0% 70.0% 50.0% 100.0% 70.0%
5 60.0% -10.0% 70.0% 70.0% 100.0%

Outputs
A
B 381.07608388
C. Efficient Efficient