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 totalreturn, meanvariance 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 midcap stocks
B High volatility of smallcap stocks
C High volatility of growth stocks
D Low volatility of value stocks
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