Hi

There is a very INTENSE math answer based on covariance so this for the financial nerds. Was it sufficient as an answer?
 

Covariance Between Two Frontier Portfolios

https://quant-labs.net/2022/09/23/covariance-between-two-frontier-portfolios/

Important NOTE:
I am setting this Tues Sept 27 as the last day to get this MotiveWave course with Crypto and Forex workshop streams. Price will go up 25% to $249 on that day

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https://quantlabs.shop/products/our-forex-workshop

(All details with video there)

Thanks Bryan