Question: In the APT model, what is the nonsystematic standard deviation of an equally-weighted portfolio that has an average value of ole;) 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 ole;) equal to 20% and 20 securities? Select one: O A. 625% O B. 3.54% O C. 4.47% O D. 20.0% O E. 14.59%
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