Question: A total - return, mean - variance optimization model can be used to determine the optimal mix of equity portfolios. Using historical returns, variances, and

A total-return, mean-variance optimization model can be used to determine the optimal mix of equity portfolios. Using historical returns, variances, and correlations as inputs, which would the model identify as valuable?
A. High correlation between large and mid-cap stocks
B. High volatility of small-cap stocks
C. High volatility of growth stocks
D. Low volatility of value stocks

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