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Unformatted text preview: sum of these four boxes security 1 security 2 security 1 x 1 2 s 1 2 x 1 x 2 s 12 security 2 x 1 x 2 s 12 x 2 2 s 2 2 E(x(1)r(1)+x(2)r(2))^2 = E(x(1)r(1))^2 + E(x(1)r(1)x(2)r(2))+E(x(1)r(1)x(2)r(2))+E(x(2)r(2))^2 This formula easily generalizes...
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 Fall '10
 Henn

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