Question
An equally weighted portfolio consists of 41 assets which all have a standard deviation of 0.137. The average covariance between the assets is 0.118. What
An equally weighted portfolio consists of 41 assets which all have a standard deviation of 0.137. The average covariance between the assets is 0.118. What is the standard deviationof this portfolio expressed as a percentage to three decimal places?
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Practical Financial Management
Authors: William R. Lasher
6th Edition
1439080496, 978-1439080498
