Statistics, Portfolio Management, Stock Market, Modern Portfolio Theory, Standard Deviation.
of 10% and a Standard Deviation of 50%. Now let’s combine them both in one portfolio with equal weights, and measure the return and risk of this portfolio: def stats(*stock1): portfolio = np.array(stock1).sum(axis=0) / len(stock1) print(f"Expected Value: {portfolio.mean():.1%}, Standard Deviation: