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Assume that stock market returns do not resemble a single-index structure. An investment fund analyzes 30 stocks in order to construct a mean-variance efficient portfolio
Assume that stock market returns do not resemble a single-index structure. An investment fund analyzes 30 stocks in order to construct a mean-variance efficient portfolio constrained by 30 investments. They will need to calculate expected returns and variances of returns. 450; 3 90; 90 30; 30 30; 450
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