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Good Day David, An excerpt from the study notes say this: Instead i would say: [ w\wedge2\sigma a\wedge2\;+\;(1-w)\wedge2\sigma b\wedge2\;+\;2.w.(1-w).\sigma ab \] That should be more accurate.

Duly noted. Thanks

Thanks @David. The last equation is not clear though

This does not relate to this thread. Unfortunately, i could not find a suitable one. Taking a look at the second bullet point under the relationship between Sharpe and Jensen; are we dividing by \[ \sigma p\; \] or \[ \sigma m\; \]

I feel quite overwhelmed with the study materials. I plan on sticking with either the video or the notes (not both) for each topic. Will i miss out on anything if i adopt this strategy?