analyze_two_asset_portfolio
Analyze a two-asset portfolio's return and risk, and compute the optimal minimum variance allocation to minimize portfolio volatility.
Instructions
Analyze a two-asset portfolio — return, risk, and minimum variance weights. Also finds the optimal minimum variance portfolio allocation.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| correlation | Yes | ||
| risk_asset1 | Yes | ||
| risk_asset2 | Yes | ||
| return_asset1 | Yes | ||
| return_asset2 | Yes | ||
| weight_asset1 | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |