What is the volatility (standard deviation) of an equally weighted portfolio of stocks within an industry in

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What is the volatility (standard deviation) of an equally weighted portfolio of stocks within an industry in which the stocks have a volatility of 50% and a correlation of 40% as the portfolio becomes arbitrarily large?

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Corporate Finance

ISBN: 9780137845071

6th Edition

Authors: Jonathan Berk, Peter DeMarzo

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Question Posted: Jun 12, 2024 01:07 AM

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What is the volatility (standard deviation) of an equally weighted portfolio of stocks within an industry in which the stocks have a volatility of 40% and a correlation of 40% as the portfolio...
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What is the volatility (standard deviation) of an equally weighted portfolio of stocks within an industry in

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Corporate Finance

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