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Which of the Following Is a Second Way of Formulating

Question 3

Multiple Choice

Which of the following is a second way of formulating the Markowitz model?


A) Maximize the expected return of the portfolio subject to a constraint on variance.
B) Minimize the expected return of the portfolio subject to a constraint on variance.
C) Maximize the variance of the portfolio subject to a constraint on the expected return of the portfolio.
D) Maximize the variance of the portfolio with no constraint needed for the expected return of the portfolio.

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