Suppose you are an investor without access to any information regarding stocks. You know that all other investors in the market possess a great deal of information and are actively using that information to select an efficient portfolio by finding the portfolio that has the highest expected return given the level of volatility they are comfortable with. You are concerned that because of your informational disadvantage, your portfolio will under perform the portfolios of these informed investors

How can you prevent that outcome and guarantee that your portfolio will do as well as that of the average informed investor?