Assume that stock market returns do not resemble a single-index structure. An investment fund analyzes 40 stocks in order to construct a mean-variance efficient portfolio constrained by 40 investments. They will need to calculate _____________ expected returns and ___________ variances of returns.
A) 100; 100
B) 40; 40
C) 4950; 100
D) 4950; 4950
E) None of the options are correct.

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The Answer of Assume that stock market returns do not resemble a single-index structure. An investment fund analyzes 40 stocks in order to construct a mean-variance efficient portfolio constrained by 40 investments. They will need to calculate _____________ expected returns and ___________ variances of returns.
A) 100; 100
B) 40; 40
C) 4950; 100
D) 4950; 4950
E) None of the options are correct.

Assume That Stock Market Returns Do Not Resemble a Single-Index