Question: In the APT model, what is the nonsystematic standard deviation of an equally-weighted portfolio that has an average value of (ei) equal to 20% and

In the APT model, what is the nonsystematic standard deviation of an equally-weighted portfolio that has an average value of (ei) equal to 20% and 40 securities?

625%

3.16%

0.5%

3.54%

12.5%

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