Stock abc has variance of daily returns 00001 and market, Ask an Expert

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Stock ABC has variance of daily returns 0.0001 and market beta 0.9. Stock XYZ has variance of daily returns 0.0004 and market beta of 1.3. The variance of the market portfolio daily returns is 0.00025. Fill out the variance-covariance matrix for ABC and XYZ using the market model.

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Financial Management, Finance

Category:- Financial Management
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