22. (Appendix Question) How many parameters must be estimated to analyze the risk-return profile of a 50-stock

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22. (Appendix Question) How many parameters must be estimated to analyze the risk-return profile of a 50-stock portfolio using

(a) the original Markowitz approach and

(b) the market model approach?

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Investments

ISBN: 9788120321014

6th Edition

Authors: William F. Sharpe, Gordon J. Alexander, Jeffery V. Bailey

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