b. Suppose all stocks had a standard deviation of 30% and a correlation with each other of

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b. Suppose all stocks had a standard deviation of 30% and a correlation with each other of 0.4. What is the standard deviation of the returns on a portfolio that has equal holdings in 50 stocks?

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Principles Of Corporate Finance

ISBN: 9781264080946

14th Edition

Authors: Richard Brealey, Stewart Myers, Franklin Allen, Alex Edmans

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Question Posted: Jul 31, 2024 08:00 AM

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b. Suppose all stocks had a standard deviation of 30% and a correlation with each other of

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Principles Of Corporate Finance

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