Evaluates the covariance between the returns of two assets given the probability return distribution of each asset.
probability[s] is an array of the probability of the state s occurring.rateOfReturn1[s] is the return (increase in market value) for the first asset in the state s.rateOfReturn2[s] is the return (increase in market value) for the second asset in the state s.The full name of this function inside Excel is Port_TwoAsset_Covar.
TwoAsset Class | Portfolio Namespace