A mathematical approach to two indices concerning a portfolio of two univariate risky assets

We show a canonical expression of a univariate risky asset. We find out a canonical expression of the product of two univariate risky assets when they are jointly considered. We find out a canonical expression of a portfolio of two univariate risky assets when it is viewed as a stand-alone entity. We prove that a univariate risky asset is an isometry. We define different distributions of probability on R inside of metric spaces having different dimensions. We use the geometric property of collinearity in order to obtain this thing. We obtain the expected return on a portfolio of two univariate risky assets when it is viewed as a stand-alone entity. We also obtain its variance. If a portfolio of two univariate risky assets is viewed as a stand-alone entity then it is an antisymmetric tensor of order 2. We show that it is possible to use two different quadratic metrics in order to analyze a portfolio of two univariate risky assets. What we say can be extended to a portfolio of more than two univariate risky assets.