Question: Return to question 11 In the APT model, what is the nonsystematic standard deviation of an equally-weighted, well diversified portfolio of 230 securities that has

Return to question 11 In the APT model, what is the nonsystematic standard deviation of an equally-weighted, well diversified portfolio of 230 securities that has an average value (across securities) of nonsystematic standard deviation, (e), equal to 22%? (Round your answer to 2 decimal places.) 1 points Answer is complete but not entirely correct. Nonsystematic standard deviation 3.09 X %
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