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Q: How 2 calculate a variance covariance matrix?
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How do you Calculate Stock Beta in Excel?

You need to use the variance and covariance functions in Excel 1. Calculate the covariance of the stock returns with respect to an index 2. Calculate the variance of the index 3. Divide the first number by the second. See the related link for a spreadsheet


Calculate the standard deviation of the portfolio with two securites first A proporiton 0.39 variance 160 second B proportion 61 and variance is 340 covariance of both is 190?

[((.39)^2)*160 +((.61)^2)*340+2*.61*.39*190]^.5 = 15.5323


How 2 calculate a variance-covariance matrix?

See related link. You can use Excel, if you dataset is not too big. Generally, if I have a table of data, with n columns corresponding to n variables with N observations, I can calculate the covariance of columns a and b, using excel covar function, covar(range of first data values, range of second data values) To keep things organized, you may want to name the ranges of your columns and use them as the arguments in the covar.


How do you calculate budget variance?

This years' sales plus last years' sales divided by 2


How many covariance you have if you have 1700 stocks?

[N*(N-1)]/2 N=1700 (1700*1699)/2 = 1,444,150 Covariance


What is the variance of these four scores 0 1 1 2?

Variance = sigma((value - mean)2) / (# values - 1) Mean = (0+1+1+2)/4 = 1 Variance = ((0-1)2+(1-1)2+(1-1)2+(2-1)2)/(4-1) Variance = (1+0+0+1)/3 Variance = 2/3 Variance ~ 0.667


What is the variance of 2 3 5 12?

The variance of 2 3 5 12 = 20.3333


What is the variance of 3 15 2 5 5?

The variance is 27.0


What factors causes Budget Variance?

There are 7 variances associated with a budget ( which are generally calculated for controlling purposes) 1- Material Price variance 2- Material Quantity variance 3- Labor rate variance 4- Labor efficiency variance 5- Spending variance 6- Efficiency variance 7- Capacity variance


What is the variance If the standard deviation of some data is 36?

Variance = (std dev) ^2 = 36^2 = 1296.


In statistics what is the variance of these four scores 0 1 1 2?

The variance is: 0.666666666667


What is the variance of a standard deviation of 12.4?

Variance is std dev squared. Therefore, if std dev = 12.4, variance = 12.4^2 = 153.76.


What will be the dimensions of the new matrix formed by multiplying a 2 by 4 matrix and a 4 by 5 matrix?

2 x 5 matrix


How do you derive variance of Pareto distribution?

var(X) = (xm/a - 1)2 a/a-2 . If a < or equal to 2, the variance does not exist.


What is the variance for 3 5 12 3 2?

The variance for 3 5 12 3 2 is: 16.5


What is the variance of 2 6 1 4 2 2 4 3 2?

The variance of 2 6 1 4 2 2 4 3 2 = 2.3611


What will be the dimensions of a new matrix formed by multiplying a 2 X 4 matrix and a 4 X 5 matrix?

It will be a 2 x 5 matrix.


trying to find the variance of 10-6 divided by 6 square 2?

A single number cannot have a variance.A single number cannot have a variance.A single number cannot have a variance.A single number cannot have a variance.


Is it possible to multiply a 2 X 2 matrix and a 2 X 3 matrix?

Yes it is possible. The resulting matrix would be of the 2x3 order.


Is variance based on deviations from the mean?

Variance is the squared deviation from the mean. (X bar - X data)^2


How many parts are there in movie matrix?

3 parts; Matrix 1, Matrix 2: Reloaded, Matrix 3:Revolutions


When a coin is tossed four time then mean and variance of the number of the head?

Mean = 2. Variance = 1.


How is the order of a matrix found?

The order of a matrix is another way of saying the dimensions of of a matrix. For a two dimensional matrix, the order could be 2 by 2, or 3 by 3, or 32 by 64.


What are the dimensions of the matrix product?

2*2


What are the names of the matrix movies?

1. The Matrix 2. The Matrix Reloaded 3. The Matrix Revolutions