WebCab Portfolio for COM v5.0 Demo

TwoAssetPortfolio.Weight2MinimizeRisk Method (Double, Double, Double)

Evaluates the weight (which can be any real number) of the first asset within a two asset portfolio which minimizes the risk of the portfolio.

public double Weight2MinimizeRisk(
   double standardDeviation1,
   double standardDeviation2,
   double covariance
);

Parameters

standardDeviation1
The standard deviation of the returns of the first asset.
standardDeviation2
The standard deviation of the return of the second asset.
covariance
The covariance between the two assets within the portfolio which itself can be evaluated using Covariance or Covariance.

See Also

TwoAssetPortfolio Class | WebCab.COM.Finance.Portfolio Namespace | TwoAssetPortfolio.Weight2MinimizeRisk Overload List