The variance of returns on a portfolio with proportions $\Large x_i$ invested in stock $\Large i$ is:

$\Large \displaystyle \sum_{i=1}^{N} \sum_{j=1}^{N} {x_i}{x_j} \sigma_{ij}$
bag
finance_public
created
Wed, 02 Feb 2011 21:31:41 GMT
creator
dirkjan
modified
Wed, 02 Feb 2011 21:31:41 GMT
modifier
dirkjan
tags
M12
Principles of Corporate Finance
Term
creator
dirkjan