Variance for portfolio of assets
V = portvar(Asset, Weight)
M-by-N matrix of M asset returns for N securities.
R-by-N matrix of R portfolio weights for N securities. Each row of Weight constitutes a portfolio of securities in Asset.
V = portvar(Asset, Weight) returns the portfolio variance as an R-by-1vector (assuming Weight is a matrix of size R-by-N) with each row representing a variance calculation for each row of Weight.
V = portvar(Asset) assigns each security an equal weight when calculating the portfolio variance.