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The standard deviation of a two-asset portfolio is a linear function of the assets weights when: -the assets have a correlation coefficient equal to one

The standard deviation of a two-asset portfolio is a linear function of the assets weights when:

-the assets have a correlation coefficient equal to one

- the assets have a correlation coefficient less than zero

- the assets have a correlation coefficient greater than zero

- the assets have a correation coefficnnt equal to zero

- the assets have a correlation coeffient less than one

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