Question: Use the data below, calculate the variance - covariance matrix with the single-index model. You may assume that the variance of the S&P 500 index

Use the data below, calculate the variance - covariance matrix with the single-index model. You may assume that the variance of the S&P 500 index (market portfolio) is 18%. In other words, the var...

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Use the data below, calculate the variance - covariance matrix with the single-index model. You may assume that the variance of the S&P 500 index (market portfolio) is 18%. In other words, the...

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