Co variance matrix

AFM

Sir if formula for co variance is (b1)(b2)(variance of market) then for AA, isn't it (0.8)(0.8)(15)^2 [Video Time Stamp: 08:12] Video Details ------------- Advanced Financial Management - AFM Portfolio Management #93. Illustration # 58 - Variance Co-Variance Matrix

Nitin Raj

CA Final

★ 270

10-Apr-26 17:23

Answers (1)

Co variance of a stock with itself you don't multiple betas and market variance. it is simply variance of the stock

Sriram Somayajula

Admin

11-Apr-26 09:40