1、决决策策依依据据 市场状况发生概率 收益率 IBMORACLESAPHYPERIONMICROSOFTGOOGLE中国建筑 高速发展0.1311.20%8.50%9.10%21.70%11.20%8.50%9.10% 中速发展0.279.70%9.80%9.90%14.60%9.70%9.80%9.90% 缓慢发展0.3440.30%9.90%9.50%7.80%40.30%9.90%9.50% 停滞0.1429.20%9.40%9.40%3.50%29.20%9.40%9.40% 衰退0.127.00%9.30%9.30%4.90%7.00%9.30%9.30% 决决策策过过程程 平均收益率
2、方差 标准差 （风险） 协方差 IBMORACLESAPHYPERIONMICROSOFT IBM22.71%2.04%14.27%2.04%0.03%-0.01%-0.43%2.04% ORACLE9.55%0.00%0.46%0.03%0.00%0.00%-0.01%0.03% SAP9.52%0.00%0.26%-0.01%0.00%0.00%0.00%-0.01% HYPERION10.49%0.34%5.83%-0.43%-0.01%0.00%0.34%-0.43% MICROSOFT22.71%2.04%14.27%2.04%0.03%-0.01%-0.43%2.04% GOOGL
3、E9.55%0.00%0.46%0.03%0.00%0.00%-0.01%0.03% 中国建筑9.52%0.00%0.26%-0.01%0.00%0.00%0.00%-0.01% 农业银行10.49%0.34%5.83%-0.43%-0.01%0.00%0.34%-0.43% 决决策策目目标标 IBM51.62% ORACLE0.00% SAP0.00% HYPERION12.58% MICROSOFT23.23% GOOGLE0.00% 中国建筑0.00% 农业银行12.58% 计计算算 组合收益率19.63% 组合风险10.00% 52% 0% 0% 13% 23% 0% 0% 13% I
4、BM ORACLE SAP HYPERION MICROSOFT GOOGLE 中国建筑 农业银行 19.63% 10.00% 组合收益率组合风险 0% 5% 10% 15% 20% 25% 农业银行 21.70% 14.60% 7.80% 3.50% 4.90%100.00%51.62%0.00%0.00%12.58%23.23% GOOGLE中国建筑农业银行 0.03%-0.01%-0.43%组合方差1.00% 0.00%0.00%-0.01% 0.00%0.00%0.00% -0.01%0.00%0.34% 0.03%-0.01%-0.43% 0.00%0.00%-0.01% 0.00%0.00%0.00% -0.01%0.00%0.34% 收益率 协方差 19.63% 10.00% 组合收益率组合风险 0% 5% 10% 15% 20% 25% 0.00%0.00%12.58%
