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本研究通过引入单位风险的概念 ,并结合有效边界上的单位风险极小点 ,给出了各种情况下有风险投资和无风险投资的最优组合方案
In this study, by introducing the concept of unit risk and combining with the minimum unit risk on the effective boundary, the optimal portfolio of risk-free and risk-free investment under various conditions is given