Given the following variance covariance matrix, calculate the covariance between portfolio A, which has 10 in asset 1 and 90 in asset 2, and portfolio B, which has 60 in asset 1 and 40 in asset 2 01 02 02 0...

Using matrix notation the definition of covariance ...

Given the following variance-covariance matrix, calculate the covariance between portfolio A, which has 10% in asset 1

Question:

Given the following variance-covariance matrix, calculate the covariance between A, which has 10% in asset 1 and 90% in asset 2, and B, which has 60% in asset 1 and 40% in asset 2:

Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...