Is there a simple way to find the covariance matrix

Business & Finance
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The parameters of the opportunity set are:

E(rS) = 20%, E(rB) = 12%

σS = 30%, σB = 15%

ρAB = 0.10

 

From the standard deviations and the correlation coefficient we can generate the “covariance matrix” (note that σSB = ρSB x σS X σB):

May 19th, 2015

i can help u in this :) ok :)

May 19th, 2015

ok

May 19th, 2015

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May 19th, 2015
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May 19th, 2015
Dec 9th, 2016
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