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Keep in mind that you can do each of these quests once per difficulty (so a total of 3 times).
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Every quest that gives you a permanent reward is mentioned on this page so you know exactly which quests to do! For obvious reasons you'll want to do these quests on each difficulty so you can get all of the permanent rewards for your character. There are a few quests in Diablo 2 that give you permanent rewards in the form of Health, Resistances or Skill Points. Quests That Give Permanent Bonuses - Diablo 2
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