How to calculate variance of a portfolio

is there a formula? Thanks.

there is for the 2 stock portfolio… called the Markowitz model i think? just look it up if you’ve got the notes… sorry, but its way too hard to type up

nah. I remember it as (w1s1 + w2s2)^2, with the exception that the cross term is multiplied by rho (the correlation) where w is the weight, and s is the stdev.

That’s the formula: sum{i=1 to n}sum{j=1 to n}(w_i*w_j*cov(i, j)) when i=j cov(i,i) is the same as var(i)

ahhh nice n easy… i just remember it from undergrad days where it was drilled into us… but i STILL get q’s wrong cos i forget to take the square root