Explain how many estimates would be needed

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Reference no: EM13102173

Q. a portfolio management organization Examines 60 stocks and constructs a mean-variance efficient portfolio using only these 60 securities.

a. explain how many estimates of expected returns, variances and co variances are needed to optimize this portfolio?

b. if one could safely assume that stock market returns closely resemble a single-index structure, explain how many estimates would be needed?

Reference no: EM13102173

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