178  7

 7.2

 ^ ;^( <{
()     

  	   ' 	 -    	 	     
Able	100	$40	$4000	$4000/$ 17 200 =0,2325
Baker	200	35	7000	7000/ 17 200 = 0,4070
Charlie	100	62	6200	6200/ 17200=0,3605

   = / = $17 200   = 1,0000

()       	  
		 		
 	 	 	 	
		  		
	100	$46,48	$46,48  100	= $4648
(	200	43,61	$43,61  200	= 8722
	100	76,14	$76,14  100	= 7614

      = W= $20 984
   =  = ($20 984 - $17 200)/$ 17 200 = 22,00%

()       
  

  	     	   	    
Able	0,2325	16,2%	0,2325  16,2% = 3,77%
Baker	0,4070	24,6	0,4070  24,6 = 10,01
Charlie	0,3605	22,8	0,3605  22,8 = 8,22

   =  - 22,00%

 ,    (expected return vector)   -
      ,   ^V -
 .      ,   /-   -
  /-  .      -
     :

 1	'16,2% '
 2	24,6%
 3	22,8%

   1, 2  3-     1,2,  3- 
 .

       
   ,       