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An equally weighted portfolio comprises 13 assets which all have a standard deviation of 0.38. The average covariance between the assets is 0.04. The
An equally weighted portfolio comprises 13 assets which all have a standard deviation of 0.38. The average covariance between the assets is 0.04. The risk of this portfolio is (Please enter your answer as a percentage to two decimal places. i.e. 12.35 rather than 0.1235) %.
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Fundamentals Of Corporate Finance
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0135811600, 978-0135811603
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