Question: A portfolio return and portfolio standard deviation (variance) can be computed using matrix multiplication. Given that a weight vector, w=(w_1,w_2,w_3 ), a return vector, R=(r_1,r_2,r_3

A portfolio return and portfolio standard deviation (variance) can be computed using matrix multiplication. Given that a weight vector, w=(w_1,w_2,w_3 ), a return vector, R=(r_1,r_2,r_3 ), and a covariance matrix,

Select which of the followings are correct?

II.

III.

IV.

		II, III, V
		II, III only
		I only
		I, III only

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