Multiple Choice
Assume that stock market returns do not resemble a single-index structure.An investment fund analyzes 100 stocks in order to construct a mean-variance efficient portfolio constrained by 100 investments.They will need to calculate _____________ expected returns and ___________ variances of returns.
A) 100,100
B) 100,4950
C) 4950,100
D) 4950,4950
E) none of these
Correct Answer:
Verified
Correct Answer:
Verified
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