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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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