Description
The questions and data are attached. For question 1 only answer the undergraduate question. Answer everything on question 2.
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2 questions
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Q2 data
Variance-covariance matrix
A
B
C
A
0.0100
0.0000
B
0.0000
0.0400
C
0.0000
0.0000
D
0.0000
0.0000
E
0.0000
0.0000
F
0.0000
0.0000
D
0.0000
0.0000
0.0900
0.0000
0.0000
0.0000
E
0.0000
0.0000
0.0000
0.1500
0.0000
0.0000
F
0.0000
0.0000
0.0000
0.0000
0.2000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.3000
Mean returns
0.0100
0.0200
0.0300
0.0400
0.0500
0.0550
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