Solved

Which of the Following Is True of a Covariance Matrix

Question 11

Multiple Choice

Which of the following is true of a covariance matrix?


A) The numbers on the diagonal are variances
B) The numbers on the diagonal are standard deviations
C) The numbers on the diagonal are all one.
D) The numbers on the diagonal are all zero

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions

Q6: A position in options on a particular

Q7: Which was the minimum capital requirement for

Q8: Which of the following is true?<br>A) Cash

Q9: Which of the following is true of

Q10: Which of the following is true when

Q12: Which of the following is true<br>A) Expected

Q13: Consider a position in options on a

Q14: Which of the following is true?<br>A) The

Q15: Which of the following is true of

Q16: In the case of interest rate movements