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Risk premium S&P 500 HP DELL WMT TARGET BP SHELL Risk premium 0.06 0.137089 0.063893 0.032191 0.083532 0.040018 0.042914 Covariance matrix S&P 500 HP DELL
Risk premium | |||||||
S&P 500 | HP | DELL | WMT | TARGET | BP | SHELL | |
Risk premium | 0.06 | 0.137089 | 0.063893 | 0.032191 | 0.083532 | 0.040018 | 0.042914 |
Covariance matrix | |||||||
S&P 500 | HP | DELL | WMT | TARGET | BP | SHELL | |
S&P 500 | 0.0184 | 0.0375 | 0.0227 | 0.0114 | 0.0234 | 0.0086 | 0.0124 |
HP | 0.0375 | 0.1469 | 0.0462 | 0.0232 | 0.0475 | 0.0175 | 0.0253 |
DELL | 0.0227 | 0.0462 | 0.0852 | 0.0141 | 0.0288 | 0.0106 | 0.0153 |
WMT | 0.0114 | 0.0232 | 0.0141 | 0.0380 | 0.0145 | 0.0053 | 0.0077 |
TARGET | 0.0234 | 0.0475 | 0.0288 | 0.0145 | 0.0688 | 0.0109 | 0.0157 |
BP | 0.0086 | 0.0175 | 0.0106 | 0.0053 | 0.0109 | 0.0337 | 0.0058 |
SHELL | 0.0124 | 0.0253 | 0.0153 | 0.0077 | 0.0157 | 0.0058 | 0.0400 |
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