Below you will find the variance-covariance matrix of six stocks. Use an array function to create a
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Below you will find the variance-covariance matrix of six stocks. Use an array function to create a matrix with only variances on the diagonal and with zeros elsewhere.
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A В E G 1 GE MSFT JNJ K ВА IBM 0.0222 0.0857 0.0379 2 GE 0.1035 0.0758 -0.0043 0.1414 MSFT 0.0758 0.1657 0.0412 -0.0052 0.1400 0.0222 0.0455 0.0122 JNJ 0.0412 0.0360 0.0181 0.0101 K -0.0043 -0.0052 0.0181 0.0570 -0.0076 6. ВА 0.0857 0.0379 0.0101 -0.0076 0.0896 0.0856 7 IBM 0.1414 0.1400 0.0455 0.0122 0.0856 0.2993
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