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Management · Q141

Financial Management

Graduate and Post Graduate · Management · question 141

Q141

The major problem with the Markowitz model is its_______________.

A.
lack of accuracy
B.
predictability flaws
C.
complexity
Answer
D.
inability to handle large number of inputs

Answer: Option C

Solution

Answer: Option C
Solution:
The major problem with the Markowitz model is its complexity. Harry Markowitz model (HM model), also known as Mean-Variance Model because it is based on the expected returns (mean) and the standard deviation (variance) of different portfolios, helps to make the most efficient selection by analyzing various portfolios of the given assets.