Question: The inputs to a Mean-Variance framework in Excel Solver include all of the following except: a) Expected return using historical mean and variance of every
The inputs to a Mean-Variance framework in Excel Solver include all of the following except: a) Expected return using historical mean and variance of every asset/sub-asset class b) Historical standard deviation of each asset/sub-asset class c) Term structure (yield curve) of the local market. d) Historical average return of each asset/sub-asset class e) Historical covariance of every asset/sub-asset class with every other asset/sub-asset class
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