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Assume that stock market returns do not resemble a single-index structure. An investment fund analyzes 125 stocks in order to construct a mean-variance efficient portfolio

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Assume that stock market returns do not resemble a single-index structure. An investment fund analyzes 125 stocks in order to construct a mean-variance efficient portfolio constrained by 125 investments. They will need to calculate expected returns and variances of returns. Multiple Choice 125, 15.625 125, 125 O None of the options are correct. 15,625, 125 O 15,625; 15,625

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