A Hedge Fund (HF) manager in Singapore is forming an optimal portfolio of financial assets with MORE than three assets including assets A, B and C. In order to develop the best investment strategy, he/she created the combinations of optimal portfolios given each expected return and risk as below (the blue line): Expected Return B A Standard deviation Assuming that the only assets the Hedge Fund manager will invest in are the assets that are used to draw the optimal portfolios above (blue line), which of the following statement(s) is CORRECT? i. Asset C should have the higher level of systematic risk than asset A. ii. If the Hedge Fund manager wishes to hold the minimum systematic risk, he should invest 100% in asset A. iii. If the Hedge Fund manager chooses the portfolio from the blue line, he/she will not have to consider investing in asset B. i and ii ii and ili O ili