我教给你,就这么计算:(见下图Excel示例)
A B C D E
LINE 1 出现概率 R1 成熟股 成熟股比例 R2 成长股 成长股比例
LINE 2 0.1 -3.00% -17.65% 2.00% 5.56%
LINE 3 0.3 3.00% 17.65% 4.00% 11.11%
LINE 4 0.4 7.00% 41.18% 10.00% 27.78%
LINE 5 0.2 10.00% 58.82% 20.00% 55.56%
协方差Cov(R1,R2) =A2*(B2-B12)*(D2-C12)+A3*(B3-$B$12)*(D3-$C$12)+A4*(B4-$B$12)*(D4-$C$12)+A5*(B5-$B$12)*(D5-$C$12) = 0.2024%
以上!
祝学习愉快!