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We have 10 stocks with the same standard deviation of 20%. Assume CAPM market beta captures all undiversifiable risk. a. If all 10 stocks all

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We have 10 stocks with the same standard deviation of 20%. Assume CAPM market beta captures all undiversifiable risk. a. If all 10 stocks all have zero market beta, what is the standard deviation of an equally-weighted portfolio of these 10 stocks? b. If all 10 stocks all have a market beta of 1 , what is the standard deviation of an equally-weighted portfolio of these 10 stocks? c. If 10 stocks have a market beta of 0.2,0.3,0.4,0.5,1,1.1,1.2,1,3,1.4,1.5 respectively, what is the standard deviation of an equally-weighted portfolio of these 10 stocks

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