Assume That Stock Market Returns Do Follow a Single-Index Structure

question 59

Multiple Choice

Assume that stock market returns do follow a single-index structure.An investment fund analyzes 217 stocks in order to construct a mean-variance efficient portfolio constrained by 217 investments.They will need to calculate ________ estimates of expected returns and ________ estimates of sensitivity coefficients to the macroeconomic factor.

• A)217; 47,089
• B)217; 217
• C)47,089; 217
• D)47,089; 47,089

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Definitions:

Problem-Solving Therapy

Problem-solving therapy is a cognitive-behavioral intervention designed to help individuals cope with life's challenges by developing more effective problem-solving skills.

Environmental Factors

Elements outside the individual that can significantly affect health and behavior, including but not limited to social, economic, and physical conditions.

Long Range Effects

The consequences or impacts of an action, intervention, or situation that occur over an extended period.

Maladaptive Problem-Solving

Ineffective coping mechanisms that fail to address or worsen a problem.