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please assignment due in 1hour If the standard deviation of a diversified portfolio is 20% and if the stocks in that portfolio are positively correlated,
please assignment due in 1hour
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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