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In applying efficient frontier analysis for an investor who uses both taxable and tax-advantaged accounts, the mean-variance optimization: A. cannot simultaneously determine both the weights in the available assets and their location in the various accounts, but it can be done in a step-wise fashion. Usually the weights are determined first and then the locations. B. would simultaneously determine both the weights in the available assets and their location in the various accounts. C. cannot simultaneously determine both the weights in the available assets and their location in the various accounts, but it can be done in a step-wise fashion. Usually the locations are determined first and then the weights. |