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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

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 0.30 and om was 0.16, the of the portfolio would be approximately Spreadsheet 16018.xlsx 1.88. 1.56 1.80. 0.64

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