discussion stock s return data 1

As outlined with the reading this week, to calculate efficient portfolios, you will compute the variance-covariance matrix by way of the historical return data for the organization’s stock.

  • Of the five alternatives to computing the variance-covariance matrix, which alternative is most appropriate for your model?
  • Why?

I uploaded my milestone as reference and the word should be in 2-3 pages in APA style.

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Do not make plagiarism and I will check it by turntin. Thanks.