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Based on a one-factor model, consider two securities and their factor sensitivities: If the covariance between the two securities is -225, what is the standard

Based on a one-factor model, consider two securities and their factor sensitivities:

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If the covariance between the two securities is -225, what is the standard deviation of the factor?

Security A B Factor Sensitivity -0.2 1.3 Security A B Factor Sensitivity -0.2 1.3

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