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() 1. . ( 12 % ) ( 16 % ) . (Standard Deviation) ( 17 % ) ( 22 % ) , ( 70
() 1. . \\( 12 \\% \\) \\( 16 \\% \\) . (Standard Deviation) \\( 17 \\% \\) \\( 22 \\% \\) , \\( 70 \\% \\), \\( 30 \\% \\) . (Correlation Coefficient) 0.15 , . (1) , (Return) (Risk) , (2) (Sharpe Measure) 1) (Expected Performance) 2) ( \\( 100 \\% \\) ) , 3) ( \\( 100 \\% \\) ) /. (Risk-Free Rate)
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