2
3
4
n Rp = [ ( + Ri) ]*00% Ri i= N 2 σ p = ( Rt ARp) AR N p = t N R N t= t= ADp IRp = σ Dp σ Dp ARp Rf Sp = Rf σ p Jp = Rp [ Rf + β p( Rm Rf )] N DRp = min( Rpn Rfn,0) N n = Rfn M + i *00 M 00 M 5
M + i *00 M 6
7
ACSj Q Q = CSjq*ANjq/ ANjq q= q= J + i *70 J 70 J 8
9
0
2
3
4