# DOUCHTAL’S OF PORTFOLIO ANALYSIS `I !`#` ! Multivariate probability distributions for stock; 1 . stock ?’ and stock } Probability Stock ! Stock 2) 1

DOUCHTAL’S OF PORTFOLIO ANALYSIS`I !`#` ! Multivariate probability distributions for stock; 1 . stock ?’ and stock }ProbabilityStock !Stock 2)1 . 121. 1201.10. 180Q.OBD1. 10. 10.01211.0301. 1.0101 1. !`0. 1201.10.04001 . 1301 . 11 . 9801. 1Variance / {`!2.05.151.01 1Stock ?`- 17 . 010.05^Correlations*Stock !)Stock ?)Stock }}- 01. 37 8BY0. 1619’““ = 1.1 * 0. 120 + 0. 1 x 0.150 + … + 0. 1 {“ID.`101. 4619- 0. 7107-0. 71071} }In` = 1500^#` = 0.1*: 10.120 – 1. 0401 x condo – 1. 4Adj + 0. 1 x 10.180 – 1.ob`^ ^`so – O. JBoj + …where Eis the expectation operator . Note that Elm` is an ex- anke return measure , i.e. it refers&quot; the future . By contrast , the simple mean { discussed in the previous chapter is an ex – postFrasure that is computed from a sample of past returns . To distinguish between these twoI’ve the same mean ( 1 . 080) .abures , EIRI is commonly referred to as the population mean . In this case, all themap ^The population variance of returns is a measure of the if&quot;dency and is used as a measure fif !I and is calm.

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