Standard deviation assumes normal distribution ... applied to the two series of daily values for the two stocks. The portfolio variance formula is: (W1^2)(SD1^2)+(W2^2)(SD2^2)+(2xW1xW2xC12).
Reviewed by JeFreda R. Brown The overall performance of your portfolio is the ultimate measure of how well your portfolio ...
Finally, you divide the difference of those two components by the standard deviation of the portfolio's excess return. Here's what the equation looks like: Return of portfolio: This is what your ...
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