Capital Market Expectations - COVARIANCE matrix - equations for variance market

[elite708]

Do we have to know the equations for
Variance of Market = B2 VarF1 + B2 (Var F) + 2 B B COV + Variance Error
Covariance of Market = B B Var + B B Var F2 + ( b b + b b ) COVAR
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[Galli]

LOS c demonstrate the application of formal tools for setting capital market expectations, including statistical tools, discounted cash flow models, the risk premium approach, and financial equilibrium models;
Looks like we do, unfortantely.