Question: In the APT model, what is the nonsystematic standard deviation of an equally-weighted, well diversified portfolio of 250 securities that has an average value (across

In the APT model, what is the nonsystematic standard deviation of

In the APT model, what is the nonsystematic standard deviation of an equally-weighted, well diversified portfolio of 250 securities that has an average value (across securities) of nonsystematic standard deviation, (e), equal to 22%? (Round your answer to 2 decimal places.) Nonsystematic standard deviation

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