n

最优投资组合的权重向量

2

(44.5, 55.5, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0)

3

(27.5, 36.3, 36.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0)

4

(17.5, 24.4, 28.8, 29.2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0)

5

(12.2, 19.2, 25.5, 22.1, 21.1,  0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0)

6

(9.7, 17, 21, 15.9, 17, 19,  0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0)

7

(7.2, 13.4, 18.1, 13.7, 14.3, 17.6, 15.7, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0)

8

(13.4, 15.5, 15.4, 9.2, 8.8, 8.1, 6.8, 23, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0)

9

(14, 15.5, 15.5, 9, 8.2, 7.6, 5.8, 22, 2.4, 0, 0, 0, 0, 0, 0, 0, 0, 0)

10

(16.3, 15.5, 17.6, 6.2, 6.7, 3.1, 2.4, 17.6, 0, 14.6, 0, 0, 0, 0, 0, 0, 0, 0)

11

(16.3, 15.5, 17.6, 6.2, 6.7, 3.1, 2.4, 17.6, 0, 14.6, 0, 0, 0, 0, 0, 0, 0, 0)

12

(16.9, 15.6, 17.8, 6, 6.2, 2.6, 1.5, 17.1, 0, 13.7, 0, 2.6, 0, 0, 0, 0, 0, 0)

13

(16.9, 15.6, 17.8, 6, 6.2, 2.6, 1.5, 17.1, 0, 13.7, 0, 2.6, 0, 0, 0, 0, 0, 0)

14

(16.9, 15.6, 17.8, 6, 6.2, 2.6, 1.5, 17.1, 0, 13.7, 0, 2.6, 0, 0, 0, 0, 0, 0)

15

(16.9, 15.6, 17.8, 6, 6.2, 2.6, 1.5, 17.1, 0, 13.7, 0, 2.6, 0, 0, 0, 0, 0, 0)

16

(17.2, 15.7, 18, 5.9, 6.1, 2.5, 1.1, 16.8, 0, 13.5, 0, 1.9, 0, 0, 0, 1.4, 0, 0)

17

(17.2, 15.7, 18, 5.9, 6.1, 2.5, 1.1, 16.8, 0, 13.5, 0, 1.9, 0, 0, 0, 1.4, 0, 0)

18

(17.2, 15.7, 18, 5.9, 6.1, 2.5, 1.1, 16.8, 0, 13.5, 0, 1.9, 0, 0, 0, 1.4, 0, 0)