Multiple Choice
Assume that stock market returns do not resemble a single-index structure. An investment fund analyzes 150 stocks in order to construct a mean-variance efficient portfolio constrained by 150 investments. They will need to calculate _____________ expected returns and ___________ variances of returns.
A) 150; 150
B) 150; 22500
C) 22500; 150
D) 22500; 22500
Correct Answer:
Verified
Correct Answer:
Verified
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