Expected return:-

Where Ri is return and wi is the weighting of component asset i.
Portfolio variance:-

where


where ρij = 1 for i=j.
Portfolio volatility:-

For a two asset portfolio:-
Portfolio return:

Portfolio variance:

the things i do to get out of audit....
reminds you of a very bad day in finance class, doesn't it???
i now have to dreg up what is left from stats/finance class during JC/NTU days & try to put them in practice...
thank God i have till Dec...
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