Understood the whole concept but just FYI - I think the last table showing the absolute amount of B's total contribution to total variance of the portfolio should be 0.5165 instead of 0.5175, thanks!
I checked my spreadsheet. If I used all the decimals, the actual number is 0.5175. But in my computation, I only used 4 decimal places for the covariance, so it turned out to be 0.5165. Thanks for highlighting this. Will update the description.
Your Level III videos are unmatched, Fabian! Thank you!
Well done - but what about when there are buys/sells during the time period?
Brilliant
Understood the whole concept but just FYI - I think the last table showing the absolute amount of B's total contribution to total variance of the portfolio should be 0.5165 instead of 0.5175, thanks!
Thanks. Will check it out
I checked my spreadsheet. If I used all the decimals, the actual number is 0.5175. But in my computation, I only used 4 decimal places for the covariance, so it turned out to be 0.5165. Thanks for highlighting this. Will update the description.
Newbie here, What is the reference of the correlation? How to get those values? thanks