Question

The elements in the off-diagonal positions of the variance/covariance matrix are:

security selections.

variances.

None of these.

covariances.

security weights.

Answer #1

Variance covariance matrix is a square type of matrix with the
same number of rows and columns. This matrix holds variance and
covariance linked with a number of variables. The diagonal elements
of the matrix contain the **variances** of variables
and the off-diagonal elements contain the
**covariance** between all possible pairs of
variables. Element in i,j position is the covariance between i-th
and j-th elements of a random variable.

Hence option “Covariance” is correct answer.

ADVERTISEMENT

Get Answers For Free

Most questions answered within 1 hours.

ADVERTISEMENT

asked 8 minutes ago

asked 8 minutes ago

asked 9 minutes ago

asked 11 minutes ago

asked 11 minutes ago

asked 14 minutes ago

asked 18 minutes ago

asked 19 minutes ago

asked 20 minutes ago

asked 21 minutes ago

asked 21 minutes ago

asked 22 minutes ago