Multiple Choice
Assume that stock market returns do not resemble a single-index structure.An investment fund analyzes 40 stocks in order to construct a mean-variance efficient portfolio constrained by 40 investments.They will need to calculate _____________ expected returns and ___________ variances of returns.
A) 100, 100
B) 40, 40
C) 4950, 100
D) 4950, 4950
E) none of the above
Correct Answer:
Verified
Correct Answer:
Verified
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