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

question 62

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 ____________ covariances.

• A)12
• B)150
• C)22,500
• D)11,175
• E)none of the above

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