Hello,

Can someone please advise how can I get to a covariance given this format?

R_{EEM} = 30% R_{EEM} = 22% R_{EEM} = 15% R_{EFA} = 20% 0.25 0 0 R_{EFA} = 14% 0 0.60 0 R_{EFA} = 9% 0 0 0.15

I know how to get S(x,y) using 1-v and correlation using LIN function. Though I’m not getting the correct answer for cov using Sx x Sy x r. I can’t get r correct given expected values. Thanks in advance.