Compute the standard deviation of this portfolio

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Reference no: EM13878189

An equally weighted portfolio consists of 46 assets which all have a standard deviation of 0.119. The average covariance between the assets is 0.08. Compute the standard deviation of this portfolio. Please answer as a percentage to three decimal places (i.e. 12.345% rather than 0.12345)

Reference no: EM13878189

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