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An equal-weighted portfolio consists of 100 securities. The average return of the securities is 0.01, the average variance of the securities is 0.08, and the

An equal-weighted portfolio consists of 100 securities. The average return of the securities is 0.01, the average variance of the securities is 0.08, and the average covariance between any pair of securities is 0.02. What is the return standard deviation of the portfolio? 8.35% 16.75% O 14.35% 1.25%

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