The following data are available for two securities:

	Asset A	Asset B
Expected Return	10%	10%
Standard Deviation	3%	3%

An an investor forms a portfolio of 50% in Asset A and 50% in Asset B. If the correlation between the two assets is 1.0, the coefficient of variation for the portfolio is closest to:

Multiple Choice

• 0.30.

• 0.03.

• 0.0009.

• 3.33.

• 0.10.