16. The total number of parameters that fully characterizes a multivariate normal distribution for the returns on

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16. The total number of parameters that fully characterizes a multivariate normal distribution for the returns on two stocks is:

A. 3.

B. 4.

C. 5.

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Quantitative Investment Analysis

ISBN: 9781119743620

4th Edition

Authors: CFA Institute

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Question Posted: Oct 28, 2024 03:00 AM

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16. The total number of parameters that fully characterizes a multivariate normal distribution for the returns on

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Quantitative Investment Analysis

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