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Hi,

Can anyone explain what is meant by the "

I understand the meaning of the "Variance-Covariance Matrix" ..but am lost of the

*In reference to R16.P1.T2.HULL_CH11:Topic: VARIANCE_COVARIANCE_MATRIX_+VE_SEMI_DEFINITE*Can anyone explain what is meant by the "

**In order to be***Variance-Covariance Matrix"**"Internally Consistent"***...? What is "w" here...?***has to satisfy the condition of w * C * wT =>+Ve Semi Definite"*I understand the meaning of the "Variance-Covariance Matrix" ..but am lost of the

**and what it means to satisfy the condition of being +Ve Semi Definite"..***meaning a matrix being "Internally Consistent"**if some one could illustrate a matrix with numbers, I would be very grateful...*
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