Question: complete variance-covariance matrix (use all the returns data to calculate the covariances). The number is the stock code, which can be searched in Yahoo Finance.

Variance-covariance matrix500030500599501899501999503139600030600599601899601999603139TotalPortfolio weightsPort

complete variance-covariance matrix (use all the returns data to calculate the covariances). The number is the stock code, which can be searched in Yahoo Finance. Please tell me the calculation formula or completion method.

Portfolio A 5% Portfolio weights Portfolio B 35% Variance-covariance matrix 600030 600599 Annual Mean 0.01534566 -0.01375 500030 500599 501899 501999 503139 600030 600599 601899 601999 603139 10% 30% 601899 20% 20% -0.0022162 0.01301507 0.00221772 601999 30% 10% 603139 35% 5% Total 100% 100%

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