3. In the spreadsheet Problems O8.xls you will find monthly return data for the 30 stocks in...

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3. In the spreadsheet Problems O8.xls you will find monthly return data for the 30 stocks in the Dow-Jones Index of 30 Industrials. Use the data to calculate the variance-covariance matrix of the Index (in the next chapter you will use this matrix to calculate the efficient frontier for the index).

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Financial Modeling

ISBN: 9780262024822

2nd Edition

Authors: Simon Benninga

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