例题
做一个portfolio包括4个股票，各股票权重假设一样.
A B C D
| alpha | -0.1773% | 0.2416% | 0.4646% | -0.7305% |
| beta | 99.4062% | 137.6174% | 45.2613% | 139.9769% |
| | | | |
| Market Risk | 0.2284% | 0.4377% | 0.0473% | 0.4528% |
| Non-Market Risk | 0.2991% | 0.3617% | 0.1729% | 0.6829% |
| 0.5275% | 0.7993% | 0.2202% | 1.1357% |
| | | | |
| matrix | 0.0053526 | 0.0028266 | 0.0010438 | 0.004127977 |
| 0.0028266 | 0.0081108 | 0.0008186 | 0.003622927 |
| 0.0010438 | 0.0008186 | 0.0022344 | 0.001301879 |
| 0.004128 | 0.0036229 | 0.0013019 | 0.011523638 |
请问这个矩阵在这个投资组合中的代表了什么含义？
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