Given the following variance covariance matrix for three securities, as well as the percentage of the portfolio for each security, calculate the portfolio 's standard deviation SecurityA 459 211 112 Security B SecuriyC Security A Security B Security C 312 215 179...

In the threevariable case the standard deviation of a portfolio is given ...

Given the following variance-covariance matrix for three securities, as well as the percentage of the portfolio for

Question:

Given the following variance-covariance matrix for three securities, as well as the percentage of the for each security, calculate the portfolio's standard deviation.

Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...