Solved – method for calculating portfolio volatility

I am trying to figure out the method for calculating the portfolio volatility using matrices. I have read online the following definition for calculating the portfolio volatility using matrix algebra

The variance of a portfolio of correlated assets can be written as WTvW, where W is a column vector (ie a matrix with a single column) containing the weights of different assets in the portfolio. V is the covariance matrix, and WT is the transpose of the matrix W.

I have tried to calculate this on a spreadsheet, but am not sure if i have done it correctly. More specifically, im not sure if i am multiplying the vectors with the covariance matrix correctly.

Can someone please confirm my calculation
I have used commas below to separate the different values in the vector and matrix

assuming my weights vector is 0.89, 0.11
my covariance matrix is a 2×2 matrix = 1 , 0.674571
0.674571, 1

to calculate the result i first multiply my weights vector with the covariance matrix

i.e 0.89*1 + 0.11*0.674571
and 0.89*0.674571 + 0.11*1

which gives the following vector A 0.964202851
0.710368523

I then multiply vector A with the weights vector, i.e

0.964202851 * 0.89
0.710368523 0.11 = 0.964202851*0.89+0.710368523 *0.11 = 0.936281075

Is this correct, or do i have an error in my calculation

Contents

``V=[1, .674571; .674571, 1] W=[.89;.11] W'*V*W ``
``ans =  0.93628 ``