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Assume every stock has a standard deviation of 0.50 and the correlation of every pair of stocks is +0.2. The standard deviation of a very

Assume every stock has a standard deviation of 0.50 and the correlation of every pair of stocks is +0.2. The standard deviation of a very large equally-weighted portfolio of stocks will be closest to _____.

0.22

0.05

0.25

0.10

0.20

0.50

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