本文从理论上讨论了投资与风险的关系,得出了一个重要的结论:投资越分散,其总投资的风险越小。另外,阐释了低风险与高收益二者不可兼得,只能将其控制在一定的范围中。在此基础上解释了最优投资方案是指在风险水平一定的情况下收益最大或在收益水平一定的情况下风险最小。 This paper theoretically discussed the relationship between investment and risk, reached an important conclusion: the more dispersed the investment, the less the risk of total investment. In addition, it explains that both low risk and high return can not have both, and can only be controlled in a certain range. On the basis of this, it is explained that the optimal investment scheme means that the risk is the greatest under the condition of a certain level of risk or the lowest risk in the case of a certain level of income.