CFA CFA Level 1 Reading 3 Probability Concepts: Exhibit 12 Covariance Matrix

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Reading 3 Probability Concepts: Exhibit 12 Covariance Matrix

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    • Avatar of jinkaijinkai
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        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:

        Reading 3 Probability Concepts: Exhibit 12 Covariance Matrix

      • Avatar of jinkaijinkai
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          Apologies, was not reading correctly.  I hope to delete this topic.

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