JtK

[JtK]

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Great tips Sophie! I especially like the [2nd] “K” function. Thanks for the great work. I am a little concerned with the 1-V setting though. Here is why. When computing say, portfolio standard deviation of a two asset portfolio, I’ll need the covariance or correlation of returns. I can’t get that with the 1-V settings by definition. It returns an error. But with the LN function, I get the same results for the mean and standard deviations and multiplying the value of “r” by the product of the standard deviations gives me my covariance – and I’ll be sorted if that was a stand-alone question. Also, I can just use “r” to compute the portfolio return.
Kudos to the entire team at 300hours.com. Keep up the good work. Great value.

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