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The single-index model Select one: a

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The single-index model

Select one:

a. greatly reduces the number of required calculations relative to those required by the Markowitz model and enhances the understanding of systematic versus non-systematic risk

b. enhances the understanding of systematic versus non-systematic risk and greatly increases the number of required calculations relative to those required by the Markowitz model

c. greatly increases the number of required calculations relative to those required by the Markowitz model

d. None of the above