In 3 rows (B1:B3) and in 5151 columns (till column GPD) I got alle the combinations which sum up to 1. (Thanx for the help in an other thread).
The first return I calculated in the following way.
=MMULT(TRANSPOSE(B1:B3);H12:H14)-1
The Standard Deviation is calculated in this way.
=SQRT(MMULT(MMULT(TRANSPOSE(B1:B3);C24:E26);B1:B3))
See attached excel sheet.
It would be very helpful if a VBA script can be written which automatically calculates the 5151 returns and the 5151 standard deviation.
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