9) Assume that stock market returns do follow a single-index structure. An investment fund analyzes 750 stocks in order to construct a mean-variance efficient portfolio constrained by 750 investments. They will need to calculate estimates of firm-specific variances and estimate/estimate(s) for the variance of the macroeconomic factor. A) 750; 1 B). 124,750; 750 C) 750; 750 D) 562,500; 750 E) 124,750; 1