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Comment whether the following statements are true or false. Explain your argument. (2) Assume that stock market returns do not resemble a single-index structure. An

Comment whether the following statements are true or false. Explain your argument. image text in transcribed
(2) Assume that stock market returns do not resemble a single-index structure. An investment fund analyses 40 stocks in order to construct a mean-variance efficient portfolio. They need to calculate 820 variance-covariance inputs. (8 marks) (2) Assume that stock market returns do not resemble a single-index structure. An investment fund analyses 40 stocks in order to construct a mean-variance efficient portfolio. They need to calculate 820 variance-covariance inputs. (8 marks)

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