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Assume in a hypothetical economy the average variance of individual assets is 100 and average covariance between pairs of assets is 40. a) what is

Assume in a hypothetical economy the average variance of individual assets is 100 and average covariance between pairs of assets is 40.

a) what is the variance of a portfolio of 10 stocks?

b) what is the variance of a portfolio of 60 stocks?

c) How many stocks should be in a portfolio to have a variance of 50?

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