Multiple Choice
One of the ways to formulate the Markowitz model is to
A) maximize the variance of the portfolio subject to a constraint on the expected return of the portfolio.
B) minimize the expected return of the portfolio subject to a constraint on variance.
C) minimize the variance of the portfolio subject to a constraint on the expected return of the portfolio.
D) minimize the expected return of the portfolio with no constraint on variance.
Correct Answer:

Verified
Correct Answer:
Verified
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