Question: 8: Consider the covariance matrix in the Excel file. a) What is the Variance of A (2 points) b) What is the Corr(A,A) (2 points)

8: Consider the covariance matrix in the Excel file. a) What

8: Consider the covariance matrix in the Excel file. a) What is the Variance of A (2 points) b) What is the Corr(A,A) (2 points) c) What is the Corr(B,C) (6 points) d) If you invest $300 in asset B and $800 in Asset C, what is the variance of the portfolio? (10 points) (Ctrl) 8: Consider the covariance matrix in the Excel file. a) What is the Variance of A (2 points) b) What is the Corr(A,A) (2 points) c) What is the Corr(B,C) (6 points) d) If you invest $300 in asset B and $800 in Asset C, what is the variance of the portfolio? (10 points) (Ctrl)

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