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The Standard Deviation of the market is 0.25 The Covariance of stocks A,B and C with the Market are 0.05,0.1 and 0.12 respectively. Assuming the

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The Standard Deviation of the market is 0.25 The Covariance of stocks A,B and C with the Market are 0.05,0.1 and 0.12 respectively. Assuming the CAPM holds, what is the Systematic Risk (Standard Deviation) of the equally-weighted portfolio of stocks? Ans 0.36

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