WebCab Portfolio Web Services for .NET v5.0 Demo | |
TwoAssetPortfolio.Portfolio2Risk Method
Evaluates the risk (or standard deviation) for a portfolio with two assets.
Parameters
- alpha
- The weight for the first asset.
- standardDeviation1
- The standard deviation of returns for the first asset.
- standardDeviation2
- The standard deviation of returns for the second asset.
- covariance
- The covariance of returns for the two assets which itself can be evaluated using Covariance or Covariance.
See Also
TwoAssetPortfolio Class | Portfolio Namespace