Question
Please help me with the questions below: 1. You wish to implement the Markowitz optimization for a portfolio containing 36 risky assets. To do so,
Please help me with the questions below:
1. You wish to implement the Markowitz optimization for a portfolio containing 36 risky assets. To do so, you will need to estimate 3 different types of inputs. How many estimates of the expected return do you need to implement the optimization?
2. You wish to implement the Markowitz optimization for a portfolio containing 35 risky assets. To do so, you will need to estimate 3 different types of inputs. How many estimates of the variance do you need to implement the optimization?
3. You wish to implement the Markowitz optimization for a portfolio containing 36 risky assets. To do so, you will need to estimate 3 different types of inputs. How many unique values of the covariance do you need to implement the optimization?
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