Description Usage Arguments Details Value
Calculate the portfolio return for a portfolio of two assets
1 | portReturnTwoAsset(R1, R2, X1)
|
R1 |
expected return for asset 1 |
R2 |
expected return for asset 2 |
X1 |
fraction of portfolio invested in asset 1 |
This is a specialized function to calculate the return of a portfolio of two assets following the equations presented in Chapter 3: Delineating Efficient Portfolios.
portfolio expected return
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