You have been asked to estimate a markowitz portfolio
Question: You have been asked to estimate a Markowitz portfolio across a universe of 1250 assets.
a. How many expected returns and variances would you need to compute?
b. How many covariances would you need to compute to obtain Markowitz portfolios?
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question you have been asked to estimate a markowitz portfolio across a universe of 1250 assetsa how many expected
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