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1、1、有以下数据信息：股票A的期望收益率为10%、标准差为20%，股票B的期望收益率为30%、标准差为60%，市场指数M的期望收益率为12%，股票A与股票B的相关系数为-0.2，无风险资产收益率为5%，投资者风险厌恶系数为4。根据以上数据信息，计算并回答下列问题：（1）由股票A、B构建的组合是否具有套期保值效用？（5分）（2）各50%的资金投资于股票A、B，这个组合的效用是多少？（3）由股票A、B构建的90%配置A和10%配置B、88%配置A和12%配置B、70%配置A和30%配置B、50%配置A和50%配置B的四个组合中哪些组合是有效组合？（5分）（4）由A、B构建的最优风险资产
2、组合的期望收益率与标准差enforcedthermalinsulationstartscheckingsystem,issuedbythethermalinsulationconstructionbeforeyoustarttonotice,transferinspectionofupperandloweroperationandtransferofrecords.Foroutdooroperation,pipelineequipmenttoeffectivelycarryouttheinsulationwaterproofmeasuresfailtoinstallprotect
3、ivepanelsinpartwiththreetarpaulincover,topreventinsulationfrommoisture.InsulationseamMichaelJackson5mm,joints,joints>100mm,insulationthicknesstolerance(+10MM~–5mm),appropriatematerialelasticbanding,spacingaccordingtothedesignrequirements,rigidinsulationsoftmaterialsforconstructionjointstight;
4、Andlarge-diameterverticalpipeforhightemperaturepipelineinstrictaccordancewithdesigndrawingscalledfortheestablishmentofexpansionjointsandholdingbracket;Designrequirementsintoaremovabletypeofinsulation,instrictaccordancewithspecificationsdisconnectfromtheotherinsulation;Surfaceinsulationboardsi
5、nthetechnologyofplasteringconstructionofwovenclothtopreventpollutionandprotectivepanelsflushwiththesurfaceinterface,tightandclean.Sitemeasurementofinsulationboardsforelbowshapecutting,ensurethateachpieceoflappedtraffic,arctransitionofnatural,beautiful,screwsup.Stampedeoutsideconstructionperso
6、nnelisstrictlyprohibitedandshelveobjectsdirectlyontheoutershield.Inordertopreventthepollution-proneheater,channelareaofsecondarypollutionoflarge-diameterpipesandotherequipment,weavingcloth,anderectionoftheseparationplatformforpreservation.Thermalinsulationconstruction,on-hooktackweldedtotheco
7、nsolidatedline,toensureevenlyspaced,andthehooknaileddown...Seenextpageflowchartmanagementprocess.7.2Generalrequirementsforprotectiveproductprotection是多少？（5分）（5）投资者有1000万元资金，要构建一个最优完整投资组合，该投资者在股票A、B构建的风险资产组合（各50%的资金投资于股票A、B）上和无风险资产上应分别投入多少资金？（
