STANDARD DEVIATION OF A TWO ASSET PORTFOLIO  
This calculator is designed to determine the standard deviation of a two asset portfolio based on the correlation between the two assets as well as the weighting and standard deviation of each asset.  
             
             
      σ Weight    
  Security A    
  Security B      
  Correlation between A & B      
             
  σ(p) =        
             
             
Note:  
1) The correlation between A & B must be between -1 and +1  
2) The weight for Security B is automatically calculated based on the weight of Security A