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



