Question: i need the answer quickly Given that the o_AB= 0_BA, then the variance-covariance matrix for a portfolio with 50 stocks requires the calculations of variances

i need the answer quickly i need the answer quickly Given that the o_AB= 0_BA, then the

Given that the o_AB= 0_BA, then the variance-covariance matrix for a portfolio with 50 stocks requires the calculations of variances and covariances. *

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