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Suppose that an investment manager told you that a particular stock portfolio was fully diversified. How do you interpret this claim? What does it mean

Suppose that an investment manager told you that a particular stock portfolio was "fully diversified". How do you interpret this claim? What does it mean to be fully diversified and what would the standard deviation be on a fully diversified portfolio? answer in the context of portfolio theory, betas, and the CAPM.

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