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Suppose your portfolio consists of 100 stocks. Every pair of stocks has an average covariance of 400 whereas every stock has an average variance of

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Suppose your portfolio consists of 100 stocks. Every pair of stocks has an average covariance of 400 whereas every stock has an average variance of 625. Assuming equal allocations in the 100 stocks, how much is the systematic components of the total risk, measured as variance? Multiple Choice 0625 396,625 19.899

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