Timeline for How do I calculate the weighted variance, $\sigma^2$, of a set of $N$ random variables considering their correlation $\rho$? [duplicate]

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Sep 17, 2022 at 19:55	history	closed	Dilip Sarwate Firebug whuber♦		Duplicate of Variance of linear combinations of correlated random variables
Sep 17, 2022 at 16:58	vote	accept	javascript-scholar
Sep 17, 2022 at 14:55	answer	added	Count		timeline score: 1
Sep 17, 2022 at 14:05	review	Close votes
Sep 17, 2022 at 19:55
Sep 17, 2022 at 11:44	answer	added	User1865345		timeline score: 2
Sep 17, 2022 at 10:23	history	edited	javascript-scholar	CC BY-SA 4.0	added 2 characters in body
Sep 17, 2022 at 10:23	history	edited	javascript-scholar	CC BY-SA 4.0	added 7 characters in body
Sep 17, 2022 at 10:21	history	edited	javascript-scholar	CC BY-SA 4.0	added 74 characters in body; edited title
Sep 17, 2022 at 10:19	comment	added	javascript-scholar		Apologise @Firebug, I forgot to mention that In the textbook equation above, $x_1$ and $x_2$ refer to the weight of the assets in the portfolio. I updated the question with this information.
Sep 17, 2022 at 10:09	comment	added	Firebug		Variance of what? Of their (weighted) sum?
Sep 17, 2022 at 9:52	history	edited	javascript-scholar	CC BY-SA 4.0	added 1 character in body
Sep 17, 2022 at 9:52	history	edited	javascript-scholar	CC BY-SA 4.0	edited title
Sep 17, 2022 at 9:51	history	edited	javascript-scholar	CC BY-SA 4.0	deleted 5 characters in body
S Sep 17, 2022 at 9:50	review	First questions
Sep 17, 2022 at 12:07
S Sep 17, 2022 at 9:50	history	asked	javascript-scholar	CC BY-SA 4.0