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In the APT model, what is the unsystematic standard deviation of an equally -weighted portfolio that has an average value of s (e i )
In the APT model, what is the unsystematic standard deviation of an equally -weighted portfolio that has an average value of s (e i ) equal to 25% and 50 securities?
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ISE Investments
Authors: Zvi Bodie, Alex Kane, Alan Marcus
12th International Edition
1260571157, 978-1260571158
