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（二）单指数模型有效组合的确定（１）计算超额收益率ｍｉ＝Ｒｉ－ＲＦ为无风险证券（如国债收益率，利率等）。（２）最优组合的选择原则定义１：Ｄｉ＝Ｒｉ－ＲＦβｉＤｉ表示不能分散风险的附加值。把所有可供选择的证券的Ｄｉ值计算出来，然后按Ｄ值的大小从大到小排列。
(B) the determination of the effective portfolio of single-index model (1) calculate the excess return mi = Ri-RF for risk-free securities (such as Treasury yields, interest rates, etc.). (2) Selection Principle of Optimal Combination Definition 1: Di = Ri-RFβiDi represents the added value of risk that can not be dispersed. Calculate the Di values of all available securities and then arrange them in descending order of the D value.