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Select ONLY ONE answer answer If that stock market returns do not resemble a single-index structure. An investment fund analyses 132 stocks in order to

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Select ONLY ONE answer answer If that stock market returns do not resemble a single-index structure. An investment fund analyses 132 stocks in order to construct a mean-variance efficient portfolio constrained by 132 investments. They will need to calculate covariances: A. 131. B. 132. C. 8,712. D. 8,646

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