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In the APT model, what is the nonsystematic standard deviation of an equally-weighted, well diversified portfolio of 210 securities that has an average value (across

In the APT model, what is the nonsystematic standard deviation of an equally-weighted, well diversified portfolio of 210 securities that has an average value (across securities) of nonsystematic standard deviation, (ei), equal to 22%? (Round your answer to 2 decimal places.)

Nonsystematic Standard Deviation _____ %

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