Suppose you held a well-diversified portfolio with a very large number of securities, and that the single index model holds. If the o of your portfolio was 0.24 and om was 0.18, the of the portfolio would be approximately 1.56 1.33 0.64 1.25 Suppose you held a well-diversified portfolio with a very large number of securities, and that the single index model holds. If the o of your portfolio was 0.22 and om was 0.19, the of the portfolio would be approximately O 1.16 1.34 1.56 1.25