The Reduction in Standard Deviation from a Well Diversified Portfolio

question 52

Multiple Choice

The reduction in standard deviation from a well diversified portfolio of 100 stocks will ______________ than that of a 200 stock portfolio.

• A) not be statistically significantly different
• B) be statistically significantly different
• C) equal to
• D) None of the options are correct

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Definitions:

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Unreasonably Heavy Workload

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