menu-iconExamlexExamLexServices

Discover

Ask a Question
  1. All Topics
  2. Topic
    Business
  3. Study Set
    Options Futures
  4. Exam
    Exam 23: Estimating Volatilities and Correlations
  5. Question
    Which of the Following Is True of a Positive Semi-Definite
Solved

Which of the Following Is True of a Positive Semi-Definite

Question 2

Question 2

Multiple Choice

Which of the following is true of a positive semi-definite variance-covariance matrix


A) All elements of the matrix are positive
B) The determinant of the matrix is positive
C) The matrix is symmetric
D) The matrix is internally consistent

Correct Answer:

verifed

Verified

Related Questions

Q3: Which of the following is true when

Q4: Which of the following is true<br>A) GARCH

Q5: At the end of Thursday,the estimated volatility

Q9: Which of the following is true<br>A)All option

Q10: At the end of Thursday,the estimated covariance

Q11: If the volatility for a portfolio is

Q12: At the end of Thursday,the estimated volatility

Q16: The parameters in a GARCH (1,1)model are:

Q19: How many parameters are necessary to define

Q20: How many parameters are necessary to define

Examlex

ExamLex

About UsContact UsPerks CenterHomeschoolingTest Prep

Work With Us

Campus RepresentativeInfluencers

Links

FaqPricingChrome Extension

Download The App

Get App StoreGet Google Play

Policies

Privacy PolicyTerms of ServiceHonor CodeCommunity Guidelines

Scan To Download

qr-code

Copyright © (2025) ExamLex LLC.

Privacy PolicyTerms Of ServiceHonor CodeCommunity Guidelines