Efficiency of the portfolio the manager

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An investment manager is analyzing 10 possible stocks to include in a client's portfolio. In order to achieve the max efficiency of the portfolio the manager must -

A. Include only the stocks with the highest correlation

B. Include all 10 stocks in the portfolio in equal amounts

C. Include only the stocks that have the lowest volatility at a given expected rate of return

D. Find the combination of stocks that produces a portfolio with the max expected return at a given level of risk

Reference no: EM133000086

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