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Suppose that the return standard deviation for all stocks in a market is 50%. Further assume that the return correlation for all pairs is o-

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Suppose that the return standard deviation for all stocks in a market is 50%. Further assume that the return correlation for all pairs is o- i.e., any two different stock returns are not correlated. What is the return standard deviation of an equal weighted portfolio consisting of 27 stocks? 11.47% 9.62% 0 7.81% 13.87%

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