Question: A simple description of the algorithm that finds mean-variance optimal portfolios would be A. find the portfolio with the lowest variance B. find the portfolio

A simple description of the algorithm that finds mean-variance optimal portfolios would be

A. find the portfolio with the lowest variance

B. find the portfolio with the expected highest return

C. find the portfolio with the highest expected return for a given level of variance

D. find the portfolio with the highest expected return for a given level of variance and invest 100% of the amount intended

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