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Assume that stock market returns do NOT resemble a single-index structure. An investment fund analyzes 100 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 100 stocks in order to construct a mean-variance efficient portfolio constrained by 100 investments. They will need to calculate expected returns and variances of returns. a. 100,100 b. 100,4950 c. 4950,100 d. 4950,4950

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