Assume That Stock Market Returns Do Not Resemble a Single-Index

question 6

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

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Definitions:

Anatomical Change

The alteration in the structure of body parts of an organism, which can occur over evolutionary time or due to environmental influences.

Thicker Enamel

A characteristic of dental tissues involving increased enamel thickness, often indicative of dietary adaptations among different species.

Larger Molars

Teeth, specifically molars, that are larger in size, which can reflect dietary adaptations in different species or individuals.

Hominin Teeth

The study of tooth structure, development, and variation within the hominin lineage, which can provide insights into diet, evolution, and social behavior.