How to compute SD of portfolio of asset classes?
"Jerry W. Lewis" wrote:
....
=SQRT(SUMPRODUCT(A5:A11*TRANSPOSE(A5:A11)*B15:B21) )
....
This formula must be array entered despite using SUMPRODUCT(), so you might
as well use SUM() to reduce it to
=SQRT(SUM(A5:A11*TRANSPOSE(A5:A11)*B15:B21))
which also must be array entered.
Jerry
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