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In: Finance

A portfolio manager who uses mean-variance optimization to construct an optimal portfolio will satisfy which of...

A portfolio manager who uses mean-variance optimization to construct an optimal portfolio will satisfy which of the following?

Group of answer choices

Only investors with low risk tolerance.

Only investors with high risk tolerance.

Only investors with moderate risk tolerance.

All investors, regardless of their level of risk.

Solutions

Expert Solution

A portfolio manager who uses mean-variance optimization to construct an optimal portfolio will satisfy:-

d) All investors, regardless of their level of risk.

jeff jeffy answered 2 years ago
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