Correlation matrix for all pairs of assets Asset 1 Asset 2 Asset 3 Asset 1 1 -1 1 Asset 2 -1 1 -1 Asset 3 1 -1 1 Considering the correlation matrix table above, and given the following information about the variance of the returns of each asset, determine the standard deviation of an equally weighted portfolio of the three assets. Variance of Asset 1: 8 (or 0.0008) Variance of Asset 2: 2 (or 0.0002) Variance of Asset 3: 18 (or 0.0018) What is the standard deviation of the equally weighted portfolio? A. From 0% to 1% B. From 1% to 2% C. From 2% to 3% D. From 3% to 4% E. Greater than 4%