Suppose there are \(n\) stocks. Each of them has a price that is governed by geometric Brownian motion. Each has \(v_{i}=15 \%\) and \(\sigma_{i}=40 \%\). However, these stocks are correlated, and for simplicity we assume that \(\sigma_{i j}=.08\) for all \(i eq j\). What is the value of \(v\) for a portfolio having equal portions invested in each of the stocks?