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How many securities do you need to create a portfolio with a variance of 1 2 if the average variance of each security in the

How many securities do you need to create a portfolio with a variance of $12$ if the average variance of each security in the portfolio is $50$ and the average covariance between the securities is $10 ?$ Assume that the securities enter the portfolio with equal weights.

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How many securities do you need to create a portfolio with a variance of 1 2 if the average variance of each security in the

How many securities do you need to create a portfolio with a variance of 12 if the average variance of each security in the portfolio is 50 and the average covariance between the securities is 10? Assume that the securities enter the portfolio with equal weights.

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Pricing Analytics Models And Advanced Quantitative Techniques For Product Pricing

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How many securities do you need to create a portfolio with a variance of $12$ if the average variance of each security in the portfolio is $50$ and the average covariance between the securities is $10 ?$ Assume that the securities enter the portfolio with equal weights.