/, 1 2. . 12.4 /; , .
. 12.4. . , =0,06, £/-=0,14, /=0,20, £)=0,08, ;=0,15, /?=0.
, F S. , /, . 12.1. / , 1.
, Fc , R S, , / : 1 2 . , , , F . , F, , R S. , . 12.4, . . :
, , ( , (the tangency portfolio)), 69,23% 1 30,77% 2. , (-), , , :
£(/y)=0,122 =0,146
, / :
0,42. /, F S:
() =0,06 +0,40
0,40. , , , .