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A portfolio management organization analyzes 80 stocks and constructs a mean-variance efficient portfolio using only...

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A portfolio management organization analyzes 80 stocks and constructs a mean-variance efficient portfolio using only these 80 securities. 2. How many estimates of expected returns, variances and covariances are needed to optimize this portfolio using Markowitz portfolio selection? a. b. If one could safely assume that stock market return closely resemble a single-index structure, how many estimates would be needed

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