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CORRELATION / COVARIANCE MATRIX
Hello all,
I'm stumped on a question and hoping someone can help me out. When I produce a matrix it gives me only one half of the matrix (Bottom Left). I realize that the Upper Right half would be a mirror image but I need both halves in order to construct a Markowitz Optimal Portfolio Model. I have so much information that copying and pasting will not work. Does anyone know how to get Excel to produce a complete matrix or if there is an easy way to build a complete matrix from the data? Thanks in advance. 
#2




"Walker" wrote...
When I produce a matrix it gives me only one half of the matrix (Bottom Left). I realize that the Upper Right half would be a mirror image but I need both halves in order to construct a .... You might as well construct it using the matrix algebra form of the covariance matrix using Excel's matrix algebra functions: MMULT, TRANSPOSE and MINVERSE. 
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