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Asset 1 has an expected return of 10% and a standard deviation of 20%. Asset 2 has an expected return of 15% and a standard deviation of 30%. The correlation between the two assets is 1.0. Portfolios of these two assets will have a standard deviation . A. between 0% and 20% B. between 0% and 30% C. below 10% D. between 20% and 30%
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