Forum Discussion
Help with an Excel formula Array
hi everyone trying to get the portfolio variance using this formula =MMULT(MMULT(TRANSPOSE(B9:E9),B4:E7),B9:E9) B9:E9 is the stocks individual weight & B4:E7 is a variance-covariance matrix its a...
Do you want a 4x4 array as the result? If so, move the TRANSPOSE.
=MMULT(TRANSPOSE(MMULT(B9:E9,B4:E7)),B9:E9)
Do you want a single value as the result? If so, move the TRANSPOSE to the second parameter:
=MMULT(MMULT(B9:E9,B4:E7),TRANSPOSE(B9:E9))
When you multiply an array with a rows and b columns by one with c rows and d columns, b must equal c and the answer will be a rows by d columns.
thank you very much, great adviceBrad Yundt