Variance-Covariance Matrix Return Vector Port 2

A B C D A 1.02 0.29
A 18.1 5.7 7.6 9.9 B 1.25 0.15
B 5.7 28.9 11.5 21.3 C 0.98 0.38
C 7.6 11.5 10.8 11.6 D 1.36 0.18
D 9.9 21.3 11.6 30.4 1
R(p) 1.10
Variance(p) 11.96
SD 3.46

13.4776
W1 40%
W2 60%
port 1 Port 2
Mean 1.20 1.10 R(p) 1.14
Var 16.16 11.96 Variance(p) 13.36
SD 3.66
Cov 13.4776
port 1 Constant port 1
0.31 0.25 0.31
0.23 0.25 0.23
0.07 0.25 0.07
0.38 0.25 0.38
1 1 1.00
1.20 Cov 13.48 R(p) 1.15 1.20
16.16 Variance(p) 13.97 16.16
4.02 SD 3.74 4.02