WebCab XL Community Edition

TwoAsset.StdDevProb Method 

Evaluates the standard deviation of an asset given its probability distribution of its returns.

public double StdDevProb(
   double[] Prob,
   double[] Return
);

Parameters

Prob
probability[s] is an array of the probability of the state s occurring.
Return
rateOfReturn[s] is the return (increase in market value) for the first asset in the state s.

Remarks

The full name of this function inside Excel is Port_TwoAsset_StdDevProb.

See Also

TwoAsset Class | Portfolio Namespace