An array where the first term is the return of the first asset over the previous period and the second terms is the return over the period before that and so on. Note that each of these periods must be of equal duration and the returned return will need to be quoted in terms of this period.
Returns2
An array where the first term is the return of the second asset over the previous period and the second terms is the return of the second asset over the period before that and so on. Note that each of these periods must be of equal duration and the returned return will need to be quoted in terms of this period.
Remarks
The full name of this function inside Excel is Port_AssetParam_Covariance.