Solution-Determine volatility of an equally weighted

Determine volatility of an equally weighted portfolio with

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Reference no: EM133001074

Problem 1: Suppose that the average stock has a volatility of 57%, and that the correlation between pairs of stocks is 23%. Determine the volatility of an equally weighted portfolio with:

a. 1 stock
b. 30 stocks
c. 1,000 stocks

Reference no: EM133001074

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Determine volatility of an equally weighted portfolio with

Reference no: EM133001074

Reference no: EM133001074

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