Analysis has been prepared by Treasury civil servants and their analysis shows that the current arrangements of a full monetary, fiscal, political union bring economic benefits to all parts of the United Kingdom.
Breaking up that union would represent a fundamental change and confront an independent Scottish state with difficult choices about what to put in its place.
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The Labour leader did not say whether he would maintain Britain's nuclear deterrent programme.
Ukip leader Paul Nuttall also said he would want to get rid of Sharia courts.
Over 40,000 people picked up their packs to take part in the annual marathon in the capital.