Portfolio Risk
Expected Portfolio Return = (x 1 r 1 ) + (x 2 r 2 )
Portfolio Variance = x 12 ó 12 + x 22 ó 22 + 2 (x 1 x 2 ñ 12 ó 1 ó 2 )
Portfolio Risk
Expected Portfolio Return = (x 1 r 1 ) + (x 2 r 2 )
Portfolio Variance = x 12 ó 12 + x 22 ó 22 + 2 (x 1 x 2 ñ 12 ó 1 ó 2 )