standard dev of 2 corner portfolios combined long, run, standard, equation, through

towardsutopia21

may have missed this in the readigns but why when using corner portfolio’s can you calculate a portfolio’s std dev from 2 of the corner portfolio’s just by taking the weighted standard deviations of each… i thought you had to run it through the long equation of sq rt std1w1+std2w2+2w1w2std1std2cov12