1. (10 points) Consider an equally-weighted portfolio of n securities with return rates ri,i= 1,2,,n. It is given that ij=42220ifi=jifotherwiseij=1 Find the portfolio's standard deviation p and the limnp. What does this tell you about the diversification benefits of investing in many assets? 1. (10 points) Consider an equally-weighted portfolio of n securities with return rates ri,i= 1,2,,n. It is given that ij=42220ifi=jifotherwiseij=1 Find the portfolio's standard deviation p and the limnp. What does this tell you about the diversification benefits of investing in many assets