Question: In the APT model, what is the nonsystematic standard deviation of an equally-weighted portfolio that has an average value of ( e i ) equal

In the APT model, what is the nonsystematic standard deviation of an equally-weighted portfolio that has an average value of ( e i ) equal to 25% and 50 securities? A) 12.5% B) 625% C) 0.5% D) 3.54% E) 1.12%

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