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Variance-Covariance Matrix of four securities and the Market portfolio (The main diagonal of the matrix represents variances) A B A 0.1 0.0059 -0.05 0.001750.04 0.01
Variance-Covariance Matrix of four securities and the Market portfolio (The main diagonal of the matrix represents variances) A B A 0.1 0.0059 -0.05 0.001750.04 0.01 0.0049 0.0021 -0.008 0.2 0.004 0.06 0.03 0.03 0.05 The beta for security C is 0.83 1.2 1.00 3.33
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