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

question 73

Multiple Choice

Assume that stock market returns do not resemble a single-index structure.An investment fund analyzes 150 stocks in order to construct a mean-variance efficient portfolio constrained by 150 investments.They will need to calculate _____________ expected returns and ___________ variances of returns.

• A)150, 150
• B)150, 22500
• C)22500, 150
• D)22500, 22500
• E)none of the above

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