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a. If the standard deviation of the market is 0.2 (or 20%), what is the standard deviation of a well-diversified portfolio which has the beta

a. If the standard deviation of the market is 0.2 (or 20%), what is the standard deviation of a well-diversified portfolio which has the beta of the market?

b. If the standard deviation of the market is 0.2 (or 20%), what is the beta a well-diversified portfolio, if the portfolio standard deviation is 0.3 (or 30%)?

c. If the standard deviation of the market is 0.2 (or 20%), what is the standard deviation of a well-diversified portfolio which has a beta of 0.5?

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