作业：两资产最优组合+阿法贝塔估计

1.利用下面数据估计中国石油股份有限公司的阿法与贝塔值

2.利用下面数据做出两资产的有2009-2013月超额收益

中国石油上证指数收益0.0184440.092044标准差0.0394120.045212权重

0.0564590.1383590.0129870.0429870.179590.061690.0699570.1229570.0850730.151773-0.18774-0.219540.0004410.0404410.0465190.0764190.0105010.0651010.0244840.024084-0.05505-0.08935-0.00770.019396-0.013920.017081-0.05922-0.07832-0.10495-0.09865-0.0453-0.07680.0427660.097566-0.04216-0.001560.003770.004270.0969540.119454-0.01315-0.055750.01037-0.007530.01387-0.01013-0.005220.036680.0393190.004319-0.01959-0.00929-0.0636-0.06150.0012860.002286-0.02441-0.02691-0.07954-0.054340.010713-0.08579-0.00370.0415-0.04723-0.059330.025035-0.061970.0437350.0378350.0259540.054854-0.08311-0.072410.0207940.054994-0.05204-0.01374-0.02832-0.06532-0.02423-0.05793-0.00863-0.029730.0108530.015853-0.01448-0.01138-0.02734-0.046040.064080.142780.0210540.048054-0.02594-0.01154-0.04304-0.05774

A8.00.00?.00.90.80.70.60.50.40.30.20.10.0-0.027440.001465-0.095640.057828-0.034780.018016-0.00390.00498-0.02972-0.029440.053065-0.143940.0034280.048620.032516-0.01910.03288-0.05152

2.利用下面数据做出两资产的有效边界，最优风险组合和资本分配线

B无风险利率13.00%5.00 .00%0.00%组合收益组合标准差B0.00.10.20.30.40.50.60.70.80.91.0

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