Hi,
I'm hoping someone can help me with the following.
In excel I'd like to simulated return series for 2 correlated assets, X&Y, with the following properties, and using a normal distribution:
Mean X:0.15%, Std Dev X:7.25%
Mean Y:0.55%, Std Dev Y: 5.5%
Correlation of X,Y: 0.66
Thanks
I'm hoping someone can help me with the following.
In excel I'd like to simulated return series for 2 correlated assets, X&Y, with the following properties, and using a normal distribution:
Mean X:0.15%, Std Dev X:7.25%
Mean Y:0.55%, Std Dev Y: 5.5%
Correlation of X,Y: 0.66
Thanks