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How can we calculate the portfolio return covariance matrix of the following stock price dynamics. let say the stock price dynamics be given as follows: ds = Sudt + odw, i=1,2,3,...,n and [w', w"]=plndt, where l&nei. d(0)? = k(0? -()})dt + yo dw, j=n+1,n +2,..., 2n [w, w"]=0, for s&bej wi's are pairwise dependent where as w's are pairwise independent. | now is there any expert in finding step by step for the portfolio return covariance matrix. put as an example for 3 by 3 portfolio return covariance matrix. How can we calculate the portfolio return covariance matrix of the following stock price dynamics. let say the stock price dynamics be given as follows: ds = Sudt + odw, i=1,2,3,...,n and [w', w"]=plndt, where l&nei. d(0)? = k(0? -()})dt + yo dw, j=n+1,n +2,..., 2n [w, w"]=0, for s&bej wi's are pairwise dependent where as w's are pairwise independent. | now is there any expert in finding step by step for the portfolio return covariance matrix. put as an example for 3 by 3 portfolio return covariance matrix