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Portfolio variance of return is \(σ^2(Rp) = \displaystyle\sum_{i=1}^{n}\displaystyle\sum_{j=1}^{n}w_iw_jCov (R_i,R_j)\)
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#13; To calculate the variance of return on a portfolio of n assets, the inputs needed are the n expected returns on the individual assets, n variances of return on the individual assets, and n(n − 1)/2 distinct covariances. <span>Portfolio variance of return is σ2(Rp)=n∑i=1n∑j=1wiwjCov(Ri,Rj)σ2(Rp)=∑i=1n∑j=1nwiwjCov(Ri,Rj) . The calculation of covariance in a forward-looking sense requires the specification of a joint probability function, which gives the probability of joint occurrences of


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