WebCab Portfolio Web Services for .NET v5.0 Demo | |
TwoAssetPortfolio.Portfolio2Return Method
Calculates the expected return for a portfolio with two assets.
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'.
- expectedReturn1
- The expected return for the first asset.
- expectedReturn2
- The expected return for the second asset.
See Also
TwoAssetPortfolio Class | Portfolio Namespace