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The volatility of Home Depot share prices is 2 0 % and that of General Motors shares is 2 0 % . When I hold

The volatility of Home Depot share prices is 20% and that of General Motors shares is 20%. When I hold both stocks in my portfolio and the stocks returns have a correlation of1, the overall volatility of returns of the portfolio is A.less than 20%. B.unchanged at 20%. C.more than 20%. D.cannot say for sure

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