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Problem 1.5 (10 pts) You are given that a set of stocks has volatility 0.25 and pairwise correlation 0.35. A portfolio is constructed with equal

Problem 1.5 (10 pts) You are given that a set of stocks has volatility 0.25 and pairwise correlation 0.35. A portfolio is constructed with equal weights for the stocks. How many stocks are needed in this portfolio to get a volatility below 0.3

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