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The standard deviation of Home Depot Share prices is 30% and that of General Motors shares is 30%. When I hold both stocks in my

The standard deviation of Home Depot Share prices is 30% and that of General Motors shares is 30%. When I hold both stocks in my portfolio and the stocks returns have zero correlation, the overall standard deviation of returns of the portfolio is

A) unchanged at 30%.
B) less than 30%.
C) more than 30%.
D) cannot say for sure

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