Multiple Choice
Which of the following is an assumption of mean-variance analysis?
A) The securities have zero covariance.
B) There are no arbitrage opportunities.
C) The securities have either perfect positive or negative correlation.
D) Financial markets are frictionless.
Correct Answer:
Verified
Correct Answer:
Verified
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Q10: Which of the following is a reason
Q11: Which of the following is an assumption
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Q16: What are the main assumptions of mean-variance
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Q18: Which of the following represents the