Question: Additional Problem 10-4 In the APT model, what is the nonsystematic standard deviation of an equally-weighted, well diversified portfolio of 220 securities that has an

Additional Problem 10-4 In the APT model, what is the nonsystematic

Additional Problem 10-4 In the APT model, what is the nonsystematic standard deviation of an equally-weighted, well diversified portfolio of 220 securities that has an average value (across securities) of nonsystematic standard deviation, olej), equal to 22%? (Round your answer to 2 decimal places.) Nonsystematic standard deviation 2.20 %

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