The average variance v of returns is 0. 6

An economy has many securitics. The average variance v of returns is 0.1 and the average covariance c between returns is 0.2. (a) What is the risk (as measured by the standard deviation of returns) of an equally-weighted portfolio containing 10 securities? (6) What is the minimum number of securities that must be held for the risk of an equally- weighted portfolio to be within 10% of the theoretical minimum