Calculate the variance of an equally weighted portfolio -, Portfolio Management

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Calculate the variance of an equally weighted portfolio -

Given the variance-covariance matrix

1116_Table 6.jpg

a) Calculate the variance of an equally weighted portfolio.

b) Calculate the covariance of a portfolio that has 10% in asset 1, 80% in asset 2, and 10% in asset 3 with a second portfolio that has 125% in asset 1, - 10% in asset 2, and -15% in asset 3.

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Portfolio Management: Calculate the variance of an equally weighted portfolio -

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Portfolio Management: Calculate the variance of an equally weighted portfolio -

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