An investment fund analyses 60 stocks in order to construct an optimal portfolio constrained by 60 stocks. They will need to calculate ____________ variance-covariances matrix
An investment fund analyses 60 stocks in order to construct an optimal portfolio constrained by 60 stocks. They will need to calculate ____________ variance-covariances matrix parameters using Markowitz portfolio theory and ____________ parameters using single index structure.
| A. | 1800; 60
| |
| B. | 1830; 182
| |
| C. | 60; 60
| |
| D. | 60; 182
| |
| E. | 1830; 60
|
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Authors: Mark Lloydbottom, Keith Tondeur
1st Edition
0956395023, 978-0956395023
