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If the standard deviation of a diversified portfolio is 20% and if the stocks in that portfolio are positively correlated, then what would we expect

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If the standard deviation of a diversified portfolio is 20% and if the stocks in that portfolio are positively correlated, then what would we expect the average standard deviation of stocks in that portfolio to be? less than 20% 20% greater than 20% you would need to know the percentage of each stock invested in that portfolio to determine the answer None of the above

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