Question: - Compute the Covariance Matrix - Compute the Correlation Matrix - Build 3*11 Portfolios with Cash (and X), and compute E(RP), (RP) in excel Normal

- Compute the Covariance Matrix

- Compute the Correlation Matrix

- Build 3*11 Portfolios with Cash (and X), and compute E(RP), (RP)

in excel

- Compute the Covariance Matrix - Compute the

Normal Boom Recession Stagnation Prob E IX] Var (X1 Sigma [X] 0,5 0,2 0,2 0,1 Cash Cash Bonds Shocks 3,00% 6,00% 10,00% 3,00% 4,00% 30,00% 3,00% 9,00% -10,00% 3,00% -6,00% -15,00% Bonds Shocks 3,0% 5,0% 7,5% 0 0,0016 0,02 162 5 0% 4,00% 14,7 1% Gold Gold 2,00% -15,00% 20,00% 30,00% 50% 0,01920 13,85%

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