Evaluate the standard deviation of portfolio

Reference no: EM1344713

An equally weighted portfolio consists of 62 assets which all have a standard deviation of 0.406. The average covariance between the assets is 0.021. Evaluate the standard deviation of this portfolio. Please enter your answer as a percentage to three decimal places (i.e. 12.345% rather than 0.12345 -- the percent sign is optional).

Reference no: EM1344713

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