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2 data Variance-covariance matrix A B C D E F Mean returns A 0.0100 0.0000 0.0000 0.0000 0.0000 0.0000 0.0100 B 0.0000 0.0400 0.0000 0.0000
2 data Variance-covariance matrix A B C D E F Mean returns A 0.0100 0.0000 0.0000 0.0000 0.0000 0.0000 0.0100 B 0.0000 0.0400 0.0000 0.0000 0.0000 0.0000 0.0200 C 0.0000 0.0000 0.0900 0.0000 0.0000 0.0000 0.0300 D 0.0000 0.0000 0.0000 0.1500 0.0000 0.0000 0.0400 E 0.0000 0.0000 0.0000 0.0000 0.2000 0.0000 0.0500 F 0.0000 0.0000 0.0000 0.0000 0.0000 0.3000 0.0550
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Financial Modeling
Authors: Simon Benninga
4th Edition
0262027283, 9780262027281
