Multiple Choice
Assume that stock market returns do not resemble a single-index structure.An investment fund analyzes 125 stocks in order to construct a mean-variance efficient portfolio constrained by 125 investments.They will need to calculate ____________ covariances.
A) 90
B) 125
C) 7,750
D) 15,625
E) none of the above
Correct Answer:
Verified
Correct Answer:
Verified
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