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# 2 Asset Portfolio VaR

#### bpdulog

##### Active Member
Hi,

We are given the following 2 asset portfolio VaR formula:

If no weights are given, how does the above formula change? Or is it just easier to calculate weights?

#### emilioalzamora1

##### Well-Known Member

How do you wanna compute weights if you have no information?

#### bpdulog

##### Active Member

How do you wanna compute weights if you have no information?
Well let's say you are provided with:

$value of Asset 1; E(R) of Asset 1; SD of Asset 1$ value of Asset 2; E(R) of Asset 2; SD of Asset 2

You can easily calculate the weightings from that - so let's say $75K in Asset 1 and$25K in Asset 2 means 75% and 25% respectively.

#### bpdulog

##### Active Member
N/m I figured out the error in my spreadsheet, htnaks!

#### emilioalzamora1

##### Well-Known Member
In this case yes because the sum equals to a straight number (100), otherwise:

$Value Asset (A)/Total$Value of the Porfolio = weight of Asset (A)
$Value Asset (B)/Total$Value of the Porfolio = weight of Asset (B)