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You are given the following information about a set of stocks: i) Volatility of each stock is 0.4. ii) Pairwise correlation between the stocks is

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You are given the following information about a set of stocks: i) Volatility of each stock is 0.4. ii) Pairwise correlation between the stocks is 0.2. Suppose a portfolio is constructed with equal weights for the stocks. Calculate the number of stocks needed in the portfolio in order for the portfolio volatility to fall below 0.3

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