请编写Python代码实现以下任务:组合中A、B、C三个资产的过去两期的权重分别为[0.3,0.3,0.4]和[0.28,0.32,0.4],A、B、C资产对应的区间收益分别为[0.2,0.6,0.3]和[0.3,0.3,0.4],请计算两期的组合收益
时间: 2024-04-09 14:27:39 浏览: 11
Sure! 下面是计算两期组合收益的Python代码:
```python
def calculate_portfolio_returns(weights, returns):
portfolio_returns = []
for i in range(len(weights)):
weighted_returns = [w * r for w, r in zip(weights[i], returns)]
portfolio_return = sum(weighted_returns)
portfolio_returns.append(portfolio_return)
return portfolio_returns
weights = [[0.3, 0.3, 0.4], [0.28, 0.32, 0.4]]
returns = [0.2, 0.6, 0.3]
portfolio_returns = calculate_portfolio_returns(weights, returns)
print("两期的组合收益分别为:", portfolio_returns)
```
这段代码定义了一个名为`calculate_portfolio_returns`的函数,该函数接受权重和收益作为参数,并返回组合收益的列表。在主程序中,我们给出了两期的权重和收益数据,并调用`calculate_portfolio_returns`函数计算并打印两期的组合收益。
请注意,这段代码假设权重和收益的顺序是对应的,并且长度相同。如果数据不符合这些条件,可能会导致错误。