In estimating the covariance matrix,the Sharpe diagonal approach for 10 assets involves how many calculations?

Name: In estimating the covariance matrix,the Sharpe diagonal approach for 10 assets involves how many calculations?
Brand: Quizplus
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Quizplus · Accepted Answer

The Sharpe diagonal approach requires (3 F1F1F1S1F1F1F10 N)+ 2 estimates,Hence,for a 10-asset portfolio,we require 32 calculations.

In Estimating the Covariance Matrix,the Sharpe Diagonal Approach for 10