Hi There

Could someone please help me with the calculation of a standard deviation for a portfolio consisting of 6 asset classes. I have the expected returns, standard deviations and correlations for all the asset classes. My problem is I can't find the specific formula to use when you want to calculate the SD for a portfolio that contains more than 2 asset classes.

Help would be GREATLY appreciated.

Thanks

Regards

Ursula

Could someone please help me with the calculation of a standard deviation for a portfolio consisting of 6 asset classes. I have the expected returns, standard deviations and correlations for all the asset classes. My problem is I can't find the specific formula to use when you want to calculate the SD for a portfolio that contains more than 2 asset classes.

Help would be GREATLY appreciated.

Thanks

Regards

Ursula

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