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The correlation between two assets equals - 0 . 2 9 6 and the covariance between the two assets is - 0 . 0 1

The correlation between two assets equals -0.296 and the covariance between the two assets is -0.0104.
Which of the following least likely lists the standard deviations of the two assets?
A.45.45% and 7.73%
B.23.4% and 14.1%
C.35.54% and 9.886%
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