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

question 14

Multiple Choice

Assume that stock market returns do follow a single-index structure. An investment fund analyzes 200 stocks in order to construct a mean-variance efficient portfolio constrained by 200 investments. They will need to calculate ________ estimates of expected returns and ________ estimates of sensitivity coefficients to the macroeconomic factor.

• A) 200; 19,900
• B) 200; 200
• C) 19,900; 200
• D) 19,900; 19.900

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Scientists who study the structure and function of genes at a molecular level.

Personality Development

The growth and development of the psychological traits and characteristics that make up an individual's distinct personality.

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A measure of an individual's or family's economic and social position in relation to others, based on income, education, and occupation.

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The proportion of observed variation in a particular trait among individuals of a population that can be attributed to genetic differences.