Answer :

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The area on the map that depicts the border states during the Civil War is C. II. 
Area I depicts a border, but not between the North and the South; instead, it was the border between Minnesota and the Dakota Territory where conflict had erupted between some of the Sioux and American settlers. Area III depicts the Southern states. Area II is the border states because those states (Kentucky and Maryland especially) spanned the divide between North and South.
It is Area number II that shows the border states in the United States as they existed during the time of the Civil War, which were crucial to the North's success. 

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