Portfolio Risk and Return
{"Image DocumentName": "Portfolio Risk and Return", "Image ImageDescription": "Using either the correlation coefficient or the covariance, the Variance on a Two-Asset Portfolio can be calculated as follows: s2p = (wA)2s2A + (wB)2s2B + 2wAwBrA,B sAsB. OR. s2p = (wA)2s2A + (wB)2s2B + 2wAwB sA,B. The Standard Deviation of the Portfolio equals the positive square root of the the variance.", "Image XResolution": "37", "Image YResolution": "37", "Image ResolutionUnit": "Pixels/Centimeter", "Image Software": "SlidePlayer", "Image YCbCrPositioning": "Centered"}