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Stock D has a correlation of 0.7 and 0.2 with Stock E and F, respectively. Stock E has a correlation of 0.3 with Stock F.

Stock D has a correlation of 0.7 and 0.2 with Stock E and F, respectively. Stock E has a correlation of 0.3 with Stock F. Which of the following portfolios will have the least amount of risk?
equally invested in D and E
equally invested in D and F
equally invested in E and F
totally invested in F

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