Covariance Matrix

Securities

AAPL

MKR

PG

NKE

^GSPC

AAPL

0.000440807

0.00010677

0.000124882

0.000238556

0.000233274

MKR

0.00010677

0.000215606

9.21964E−05

9.07593E−05

0.000101078

PG

0.000124882

9.21964E−05

0.000186896

0.000112561

0.00010911

NKE

0.000238556

9.07593E−05

0.000112561

0.000439656

0.000201065

^GSPC

0.000233274

0.000101078

0.00010911

0.000201065

0.000188956