Karakteristik dua aset
Return A (%/th)
Risiko σ A (%)
Return B (%/th)
Risiko σ B (%)
Korelasi ρ (−1..+1)
Bobot aset A (wA)
60%
Return portofolio E(Rp)
—
wA·Ra + wB·Rb
Risiko portofolio σp
—
√(wA²σA² + wB²σB² + 2wAwBσAσBρ)
Kurva opportunity set — kombinasi A & B
—