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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 standard deviation of
- Suppose you held a well-diversified portfolio with a very large number of securities, and that the single index model holds. If the standard deviation of your portfolio was 0.20 and the standard of the market was 0.16, the eta of the portfolio would be approximately ________.
- 1.56
- 0.80
- 1.25
- 1.38
- 1.42
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