The minimum variance that could be achieved by using these stocks is 0.0013261 and the portfolio weigh in such case would involve 80% of WBC, 10% of QAN and 10% of DJS. This certainly is due to the high returns and less standard deviation & variance of WBC. WBC is an extremely well-capitalized company as per the FDIC norms. As per the FDIC, an institution is considered to be well-capitalized if it maintains a minimum leverage capital ratio of 5.0% and a minimum risk-based capital ratio of 10.0%, of which at least 6.0% must be Tier 1 capital. At 31-Dec-10, WBC’s total risk-based capital ratio was 14.47%; its Tier 1 risk-based capital ratio was 13.57%; and the company’s leverage capital ratio was 9.39%. At 31-Mar-11, the company’s total risk-based capital ratio was 14.62%; its Tier 1 risk-based capital ratio was 13.66%; and the company’s leverage capital ratio was 9.10%. Each of these ratios exceeded the minimum ratio established for a “well capitalized” institution.
最小方差可以通过使用这些股票达到0.0013261和组合秤在这种情况下，将涉及80%的白细胞，对前10%的DJ10%。这当然是由于高回报率和标准偏差和方差的白细胞减少。白细胞是一个非常好的投资公司按公司规范。根据联邦存款保险公司，一个机构被认为是资本在维持一个最低杠杆资本率5%，最低风险资本比率为10%，其中至少应有6% 1级资本。在31-dec-10，WBC的总的风险资本比率为14.47%；其1级风险资本比率为13.57%；与公司的杠杆资本比率为9.39%。在31-mar-11，公司的总风险资本比率为14.62%；其1级风险资本比率为13.66%；与公司的杠杆资本比率为9.10%。这些比率超过最低比建立一个“资本”的制度。
