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Suppose that the average stock has a volatility of 59% and that the correlation between pairs of stocks is 23%. Estimate the volatility of an

Suppose that the average stock has a volatility of 59% and that the correlation between pairs of stocks is 23%. Estimate the volatility of an equally weighted portfolio with (a) 1 stock, (b) 30 stocks, (c) 1000 stocks.

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