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Question 2 The inputs to a Mean-Variance framework in Excel Solver include all of the following except: a) Expected retu
Posted: Fri Jul 01, 2022 7:36 am
by answerhappygod
- Question 2 The Inputs To A Mean Variance Framework In Excel Solver Include All Of The Following Except A Expected Retu 1 (119.39 KiB) Viewed 32 times
Question 2 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