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Assume in an economy, the average variance of individual securities is 100. Portfolio of all assets in the economy has a variance of 12. what

  1. Assume in an economy, the average variance of individual securities is 100. Portfolio of all assets in the economy has a variance of 12.
    1. what is a variance of a portfolio with 50 securities?
    2. how many securities should be included in a portfolio to have a variance of 20?

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