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One of the Ways to Formulate the Markowitz Model Is

Question 23

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.

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