In the analysis of the Markowitz efficient frontier, which of the following information is not needed?
A) The correlation between every possible pair of assets.
B) The weight of every asset.
C) The expected rerun of every asset.
D) The standard deviation of every asset.
E) All of the above are needed.

Question

Quizplus · Accepted Answer

The weight of every asset is not needed for the analysis of the Markowitz efficient frontier. However, the correlation between every possible pair of assets, the expected return of every asset, and the standard deviation of every asset are all inputs required for the analysis.

In the Analysis of the Markowitz Efficient Frontier, Which of the Following