Evaluates the covariance between the returns of two assets given the probability return distribution of each asset.
probability[s]
is an array of the probability of the state s
occurring.rateOfReturn1[s]
is the return (increase in market value) for the first asset in the state s
.rateOfReturn2[s]
is the return (increase in market value) for the second asset in the state s
.TwoAssetPortfolio Class | WebCab.Libraries.Finance.Portfolio Namespace | TwoAssetPortfolio.Covariance Overload List