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我只能在默认假设 rf = 0 的情况下优化我的投资组合。我唯一能够更改 rf 的时间是使用有效边界图函数时。我也希望能够在优化投资组合功能中做到这一点,这样我就可以看到每种资产的具体权重。
提前致谢!