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Here is the variance - covariance matrix, S Asset 1 Asset 2 Asset 3 Asset 4 Asset 1 0 . 1 0 0 . 0

Here is the variance-covariance matrix, S
Asset 1 Asset 2 Asset 3 Asset 4
Asset 10.100.010.030.05
Asset 20.010.300.06-0.04
Asset 30.030.060.400.02
Asset 40.05-0.040.020.50
1. What is the variance of asset 4?
a.0.02
b.0.50
c.-0.04
d.0.05
2. What is the Variance of asset 2
a.-0.04
b.0.02
c.0.30
d.0.06

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