最优投资组合的权重向量

8

(17.8, 13.6, 14.8, 11.9, 11.5, 10.8, 10.4, 9.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0)

9

(15, 12.6, 12.9, 11.1, 10.6, 10.2, 9.9, 8.9, 8.7, 0, 0, 0, 0, 0, 0, 0, 0, 0)

10

(16.2, 12.7, 13, 10.3, 9.7, 9, 8.6, 7.1, 6.9, 6.5, 0, 0, 0, 0, 0, 0, 0, 0)

11

(17.1, 12.7, 13.2, 9.8, 9.1, 8.3, 7.8, 6, 5.7, 5.3, 5, 0, 0, 0, 0, 0, 0, 0)

12

(18.8, 12.2, 14.3, 4.3, 10, 8.1,8, 5.8, 5.4, 4.2, 5.2, 3.8, 0, 0, 0, 0, 0, 0)

13

(18, 12.9, 13.4, 9.4, 8.6, 7.6, 7, 5, 4.6, 4.1, 3.7, 3.3, 2.4, 0, 0, 0, 0, 0)

14

(18.2, 12.9, 13.5, 9.3, 8.6, 7.5, 7, 4.9, 4.5, 4, 3.6, 3.1, 2.3, 0.7, 0, 0, 0, 0)

15

(18.2, 13, 13.5, 9.3, 8.6, 7.5, 7, 4.8, 4.5, 4, 3.6, 3.2,2.3, 0.7, 0, 0, 0, 0)

16

(18.2, 12.9, 13.5, 9.3, 8.6, 7.5, 7, 4.9, 4.4, 3.9, 3.6, 3.2, 2.3, 0.7, 0, 0, 0, 0)

17

(18.2, 12.9, 13.5, 9.3, 8.6, 7.5, 7, 4.9, 4.4, 4, 3.6, 3.2, 2.2, 0.7, 0, 0, 0, 0)

18

(18.2, 12.9, 13.5, 9.3, 8.6, 7.5, 7, 4.9, 4.5, 4, 3.6, 3.1, 2.3, 0.7, 0, 0, 0, 0)