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Answers A. Could you please show full working Question 12 A portfolio consists of 225 equally weighted securities each with a standard deviation of 20%.

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Question 12 A portfolio consists of 225 equally weighted securities each with a standard deviation of 20%. In addition, covariance between any two securities in the portfolio is 0.01. Calculate the portfolio standard deviation. A. 10.07% B. 12.07% C. 14.07% D. 16.07%

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