Which of the Following Is a Second Way of Formulating

question 20

Multiple Choice

Which of the following is a second way of formulating the Markowitz model?

• A)Maximizing the expected return of the portfolio subject to a constraint on variance
• B)Minimizing the expected return of the portfolio subject to a constraint on variance.
• C)Maximizing the variance of the portfolio subject to a constraint on the expected return of the portfolio
• D)Maximizing the variance of the portfolio with no constraint needed for the expected return of the portfolio