WebCab XL Community Edition

TwoAsset.PortReturn Method

Calculates the expected return for a portfolio with two assets.

public double PortReturn(
   double Alpha,
   double ExpReturn1,
   double ExpReturn2
);

Parameters

Alpha: The weight for the first asset. Note that, the weights of both assets are positive and sum to one, hence the weight of the second asset is `1-alpha'.
ExpReturn1: The expected return for the first asset.
ExpReturn2: The expected return for the second asset.

Remarks

The full name of this function inside Excel is Port_TwoAsset_PortReturn.

See Also

TwoAsset Class | Portfolio Namespace