Mixed Variance Formula
The variance of a linear combination, or mixed variance, is given by the following formula:
where ai is the weight of each variable Xi.
This calculator computes the variance and volatility of a linear combination of variables
The variance of a linear combination, or mixed variance, is given by the following formula:
where ai is the weight of each variable Xi.
For matrices (i.e., a covariance matrix, a correlation matrix, or a collection of data series), data must be comma, space, or tab separated. Each row must start a new line.
If entering a collection of data series, enter a matrix with each column representing a data series.
For lists (i.e., weights or volatilities), data must be separated by commas, spaces, tabs, or new lines.