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Need guidance on calculating the Variance of the 9 different portfolios in Cell E14. A B C D E F G H assets COVARIANCE MATRIX
Need guidance on calculating the Variance of the 9 different portfolios in Cell E14.
A B C D E F G H assets COVARIANCE MATRIX 4 Asset E[R] O ABC XYZ JJO WISC 5 Fund ABC 10.0% 18.0% ABC 0.03240 0.01440 0.01782 0.00281 6 Fund XYZ 15.0% 25.0% XYZ 0.01440 0.06250 0.05063 0.00360 7 Fund JJO 22.0% 45.0% JJO 0.01782 0.05063 0.20250 0.00918 8 Fund WISC 7.0% 12.0% WISC 0.00281 0.00360 0.00918 0.01440 9 rf 2.0% 10 11 12 SETS of weigths 13 WABC WXYZ WJo WWISC Var[Rpf] Opf E[Rpf] 14 12% 42% 26% 20% 15 44% -29% 31% 54% 16 -43% 32% -15% 126% 17 24% 18% -43% 101% 18 2% 50% -56% 104% 19 -51% 99% -49% 101% 20 44% -74% 55% 75% 21 98% 40% 10% -48% 22 12% 42% 26% 20%Step by Step Solution
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