WebCab Portfolio for COM v5.0 Demo

TwoAssetPortfolio.Portfolio2Return Method 

Calculates the expected return for a portfolio with two assets.

public double Portfolio2Return(
   double alpha,
   double expectedReturn1,
   double expectedReturn2
);

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 | WebCab.COM.Finance.Portfolio Namespace