Practice
Two-Asset Portfolio Variance
Solve step by step: reveal hints only when needed, then check your reasoning against the full walkthrough.
Problem set
Sample Variance by HandAnnualized Sharpe from Daily StatsConvert Covariance to CorrelationInterpret a Z-Score ShockTwo-Asset Portfolio VariancePosition Size from Risk BudgetKelly Fraction ScenarioInterpret Daily VaRTriangular FX Arbitrage CheckSharpe vs Sortino in Allocation ChoiceDice Game Expected ValueBoth Assets Down ProbabilityCoin Flip Stop RuleCard Draw: Ace then KingMonty Hall VariantCode: Rolling Sharpe (63-day)Code: Kelly Fraction FunctionCode: Max DrawdownCode: Historical VaR (95%)Code: Equal-Weight Rebalance Shares
Math/StatsAdvanced
Weights: w1=0.6, w2=0.4.
Volatilities: σ1=20%, σ2=30%.
Correlation: ρ=0.25.
Compute portfolio volatility and enter it as a decimal (for example 0.19).
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