There are n titles in the market. All the titles have the same variance o and the covariance between any. Raic ef these of Oij = {, en the other hand, is had ? > - . " - ) Prove that the varianze of the portfolio formed by the N titles is (? - ) N 1 W;= as long as the weighted weight of each title is N Based on the previous expression, what happens to the variance of the portfolio as the number of securities increases? What relationship does this result have with the risk-diversification relationship? There are n titles in the market. All the titles have the same variance o and the covariance between any. Raic ef these of Oij = {, en the other hand, is had ? > - . " - ) Prove that the varianze of the portfolio formed by the N titles is (? - ) N 1 W;= as long as the weighted weight of each title is N Based on the previous expression, what happens to the variance of the portfolio as the number of securities increases? What relationship does this result have with the risk-diversification relationship