WebCab XL Community Edition

TwoAsset.PortRisk Method

Evaluates the risk (or standard deviation) for a portfolio with two assets.

public double PortRisk(
   double Alpha,
   double StDev1,
   double StDev2,
   double Cov
);

Parameters

Alpha: The weight for the first asset.
StDev1: The standard deviation of returns for the first asset.
StDev2: The standard deviation of returns for the second asset.
Cov: The covariance of returns for the two assets which itself can be evaluated using CovarHis or Covar.

Remarks

The full name of this function inside Excel is Port_TwoAsset_PortRisk.

See Also

TwoAsset Class | Portfolio Namespace