This method returns the covariance between the returns of the two assets.
historicalReturns1[t]
is the return (increase in market value) of the first asset in the t
th period.historicalReturns2[t]
is the return (increase in market value) of the second asset in the t
th period.The historical returns for each asset on the `same' historical time periods must be known.
TwoAssetPortfolio Class | Portfolio Namespace