Portfolio Variance

Portfolio Variance - Covariance Form of Portfolio Variance...

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Covariance Form of Portfolio Variance n n σ p 2 = w i w j σ ij i=1 j=1 i=j σ p 2 = w 1 w 1 σ 11 + w 1 w 2 σ 12 + w 1 w 3 σ 13 + w 1 w 4 σ 14 + ………………… + w 1 w n σ 1n + w 2 w 1 σ 21 + w 2 w 2 σ 22 + w 2 w 3 σ 23 + w 2 w 4 σ 24 + ………………… + w 2 w n σ 2n + w 3 w 1 σ 31 + w 3 w 2 σ 32 + w 3 w 3 σ 33 + w 3 w 4 σ 34 + ………………… + w 3 w n σ 3n + w 4 w 1 σ 41 + w 4 w 2 σ 42 + w 4 w 3 σ 43 + w 4 w 4 σ 44
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This note was uploaded on 09/27/2009 for the course UGBA 133 taught by Professor Distad during the Summer '08 term at Berkeley.

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