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ABCDEFGHIJKLMNOPQRSTUVWXYZ
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SolveCheck
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s_t0.1w0.5983850988
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s10.161-w0.4016149012
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s20.02w2s120.009166456997
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rho0.5‘(1-w)s223.36E-08
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cov term0.0007690251915
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a0.0228variance0.009935515798
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b0.0024
standard deviation
0.09967705753
Should equal c5
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c-0.0096
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-b-0.0024
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sqrt(b2-4ac)0.0296863605
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2a0.0456
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With +0.5983850988
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With --0.7036482567
ignore this solution
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w10.5983850988
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w20.4016149012
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In risk weighted terms
Check risk weighted in cash terms
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w10.0957416158w15.76623813
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w20.008032298w23.870094963
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normalisednormalised
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w10.9225981007w10.5983850988
check same as c20
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w20.0774018993w20.4016149012
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