ExpReturn=[0.0675 0.0345 0.0266]/100; %投资组合中各项资产的期望收益率向量
ExpCovariance=[5.33 2.87 3.14;2.89 4.66 1.87;1.78 1.66 1.96]/10000; %各项资产收益率构成的协方差矩阵
>> portwts=[0.3 0.2 0.5]; %各项资产的权重
>> [portrist,portReturn]=portstats(ExpReturn,ExpCovariance,portwts)
portrist =
0.0161
portReturn =
4.0450e-04
plot(portrist,portReturn)