Risk & Return for a Two Asset Portfolio  
This calculator is designed to calculate the expected return and the standard deviation of a two asset portfolio based on the correlation between the two assets and the standard deviation of each asset at various weightings of Security A and Security B.    
           
           
Security Return σ Correlation    
A

The range for correlation is between -1 to +1.
This number cannot be outside these limits
   
B    
           
           
Security A Security B Return σ    
   
   
   
   
   
   
   
   
   
   
   
           
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