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 20% and 30%

B. below 10%

C. between 0% and 20%

D. between 0% and 30%