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What happens with the standard deviation of a portfolio if you reduce it from 50 stocks to 20 stocks? Calculate the change in the standard

What happens with the standard deviation of a portfolio if you reduce it from 50 stocks to 20 stocks? Calculate the change in the standard deviation of returns in equally weighted portfolio, assuming that standard deviation of each stock return is 45% and the correlation between the returns of every pair of stocks is 0.3.

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