Question

For the data in Table, suppose an investor desires an expected variance less than 8. What is the minimum number of securities for such a portfolio?
Number of Securities ... Expected Portfolio Variance
1 ........ 46.619
2 ........ 26.839
4 ........ 16.948
6 ........ 13.651
8 ........ 12.003
10 ........ 11.014
12 ........ 10.354
14 ........ 9.883
16 ........ 9.530
18 ........ 9.256
20 ........ 9.036
25 ........ 8.640
30 ........ 8.376
35 ........ 8.188
40 ........ 8.047
45 ........ 7.937
50 ........ 7.849
75 ........ 7.585
100 ........ 7.453
125 ........ 7.374
150 ........ 7.321
175 ........ 7.284
200 ........ 7.255
250 ........ 7.216
300 ........ 7.190
350 ........ 7.171
400 ........ 7.157
450 ........ 7.146
500 ........ 7.137
600 ........ 7.124
700 ........ 7.114
800 ........ 7.107
900 ........ 7.102
1000 ........ 7.097
Infinity ........ 7.058


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  • CreatedJune 10, 2015
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