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

question 66

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
• E)none of the above

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Definitions:

Life Stressor

Events or conditions in one's surroundings that cause stress and can affect an individual's emotional and physical health.

Chronic Stressor

A persistent source of stress that continues over an extended period, potentially affecting an individual's health and well-being.

Time-Limited

Restricted or confined to a specific duration, often used to describe therapeutic interventions or projects that have a predefined end date.

Objective Information

Facts or data that are not influenced by personal feelings, interpretations, or prejudice.