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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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