Portfolio Variance
Asset Parameters (weights must sum to 100%)
| Asset | Weight (%) | Expected Return (%) | Std Dev (%) |
|---|---|---|---|
| A | |||
| B | |||
| C |
Correlation Matrix
| A | B | C | |
|---|---|---|---|
| A | 1.0 | ||
| B | 0.3 | 1.0 | |
| C | 0.1 | 0.2 | 1.0 |
| Asset | Weight (%) | Expected Return (%) | Std Dev (%) |
|---|---|---|---|
| A | |||
| B | |||
| C |
| A | B | C | |
|---|---|---|---|
| A | 1.0 | ||
| B | 0.3 | 1.0 | |
| C | 0.1 | 0.2 | 1.0 |