WebCab Portfolio Web Services for .NET v5.0 Demo

TwoAssetPortfolio.Portfolio2Risk Method 

Evaluates the risk (or standard deviation) for a portfolio with two assets.

public double Portfolio2Risk(
   double alpha,
   double standardDeviation1,
   double standardDeviation2,
   double covariance
);

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