33. Assume that stock market returns do follow a single-index structure. An investment fund analyzes 200 stocks in order to construct a mean-variance efficient portfolio constrained by 200 investments. They will need to calculate estimates of expected returns and estimates of sensitivity coefficients to the macroeconomic factor. A. 200; 19,900 B. 200; 200 C. 19,900; 200 D. 19.900; 19.900 E. none of the above