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Suppose that the average stock has a volatility of 57%, and that the correlation between pairs of stocks is 23%. Estimate the volatility of an

Suppose that the average stock has a volatility of 57%, and that the correlation between pairs of stocks is 23%. Estimate the volatility of an equally weighted portfoliowith:

a. 1 stock

b. 30 stocks

c. 1,000 stocks

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