2 Asset Portfolio Calculator
By Christopher Ramos
2 Asset Portfolio Calculator
The following practice problem has been generated for you:
Asset 1 makes up 31% of a portfolio and has an expected return (mean) of 22% and volatility (standard deviation) of 8%.
Asset 2 makes up 69% of a portfolio has an expected return (mean) of 30% and volatility (standard deviation) of 7%.
With a covariance of 14%, calculate the expected return, variance, and standard deviation of the portfolio