ポートフォリオ最適化時の共分散とリスクを自動計算

Sub co()
    Dim i, j As Long
    Dim year As Long
    Dim item As Long
    year = 3
    item = 3
    For i = 1 To item
        For j = 1 To item
            Set a = Range(Cells(i + 2, 2), Cells(i + 2, 1 + year))
            Set b = Range(Cells(j + 2, 2), Cells(j + 2, 1 + year))
            Cells(i + 2, j + 9) = Application.WorksheetFunction.Covariance_P(a, b)
        Next j
    Next i
End Sub

Function Func1(arg As Range, arg2 As Range)
    Dim re As Double
    Dim i, j As Long
    Dim v As Variant
    Dim v2 As Variant
    Dim n1 As Long
    v = arg.Value
    v2 = arg2.Value
    n1 = UBound(v, 1)
    re = 0
    For i = 1 To n1
        For j = 1 To n1
            re = re + v(i, j) * v2(1, i) * v2(1, j)
        Next j
    Next i
    Func1 = re
End Function