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How do I complete the Border-Multiplied Covariance matrix using excel? Covariance Matrix COST WMT NFLX WFC AAPL DAL GM KGC COST 0.0029788 WMT 0.001535409 0.00275967
How do I complete the Border-Multiplied Covariance matrix using excel?
Covariance Matrix COST WMT NFLX WFC AAPL DAL GM KGC COST 0.0029788 WMT 0.001535409 0.00275967 NFLX 0.001391567 0.0010314 0.010967726 WFC 0.00058232 0.00088953 0.000267952 0.007850295 AAPL 0.001985772 0.00128441 0.002553446 0.001208245 0.00710059 DAL 0.000697636 0.00049382 -0.00037748 0.006209854 0.00186505 0.01102706 GM 0.001012181 0.00105115 0.001443389 0.004151166 0.00231797 0.005273822 0.009708045 KGC 0.001317887 0.00147089 0.000953946 -0.00024342 0.00166331 -0.00178923 0.000317854 0.718193774 Border-Multiplied Covariance Matrix s Portfolio wetghts COST WMT NFLX WFC AAPL DAL GM KGC 5 5 27 3 COST WMT NFLX WFC AAPL DAL GM KGC 0.0000 . 1 2 3 0 0 0 0 0 0 0 0 Covariance Matrix COST WMT NFLX WFC AAPL DAL GM KGC COST 0.0029788 WMT 0.001535409 0.00275967 NFLX 0.001391567 0.0010314 0.010967726 WFC 0.00058232 0.00088953 0.000267952 0.007850295 AAPL 0.001985772 0.00128441 0.002553446 0.001208245 0.00710059 DAL 0.000697636 0.00049382 -0.00037748 0.006209854 0.00186505 0.01102706 GM 0.001012181 0.00105115 0.001443389 0.004151166 0.00231797 0.005273822 0.009708045 KGC 0.001317887 0.00147089 0.000953946 -0.00024342 0.00166331 -0.00178923 0.000317854 0.718193774 Border-Multiplied Covariance Matrix s Portfolio wetghts COST WMT NFLX WFC AAPL DAL GM KGC 5 5 27 3 COST WMT NFLX WFC AAPL DAL GM KGC 0.0000 . 1 2 3 0 0 0 0 0 0 0 0Step by Step Solution
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