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tnqz44
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Homework Statement
I want to calculate the variance of a linear combination (b1, b2, b3, b4, b5, b6). I know what the variance equation is but I'm not sure if I have expanded it right.
Homework Equations
http://en.wikipedia.org/wiki/Variance
The Attempt at a Solution
Var(b1, b2, b3, b4, b5, b6) = Var(b1)^2 + Var(b2)^2 + Var(b3)^2 + Var(b4)^2 + Var(b5)^2 + Var(b6)^2 + 2Cov(b1,b2) + 2Cov(b1,b3) + 2Cov(b1,b4)+ 2Cov(b1,b5) + 2Cov(b1,b6) + 2Cov(b2,b3)+ 2Cov(b2,b4) + 2Cov(b2,b5) + 2Cov(b2,b6) + 2Cov(b3,b4)+ 2Cov(b3,b5) + 2Cov(b3,b6) + 2Cov(b4,b5) + 2Cov(b4,b6) + 2Cov(b5,b6)
Please tell me if I got it correct, very much appreciated :)