› CFA › CFA Level 1 › Reading 3 Probability Concepts: Exhibit 12 Covariance Matrix Search for:Search Button CFAFRMCAIACareersLounge GeneralLevel 1Level 2Level 3 QuantReading 3 Probability Concepts: Exhibit 12 Covariance Matrix Add A Reply Login Sign Up Topic Resolution: Not a Question This topic has 1 reply, 1 voice, and was last updated Mar-227:03 am by jinkai. Author Posts jinkaiParticipant CFA Level 1 11 Mar 2022 at 4:29 am Up4:: Hi, I’ve been trying to figure out how they determine the respective weights w1, w2 and w3. Can someone please explain to me how they did it? The Exhibit in question is right out of the CFAI curriculum as below: Jump to the accepted answer jinkaiParticipant CFA Level 1 11 Mar 2022 at 7:03 am Up1 Accepted answer :: Apologies, was not reading correctly. I hope to delete this topic. Author Posts Viewing 1 reply thread You must be logged in to reply to this topic. Log In Username: Password: Keep me signed in Register Log In