Assume that stock market returns do not resemble a single-index structure. An investment fund analyses 40 stocks

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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)

Posted Date: May 18, 2024 08:05 PM

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Assume that stock market returns do not resemble a single-index structure. An investment fund analyses 40 stocks

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