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First off I have Windows 10 on its own SSD (/dev/sda). I would like to install Ubuntu on its own SSD (/dev/sdb). As I was going through installation I didn't get an option to install Ubuntu alongside Windows, so I chose "other".

From there I created a swap and created a ext4 on sdb. Now I need to choose where to install the boot loader. Do I chose /dev/sda? or is it /dev/sdb?

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    UEFI or BIOS install. It should be same boot mode as Windows. If UEFI, it does not matter what you say, it will install grub2's .efi boot files into /EFI/Ubuntu folder in the ESP on the Windows drive. I prefer to also have an ESP on sdb, but it is not used by default. If BIOS select sdb's MBR. Most Windows installs are UEFI, since Microsoft has required pre-installed Windows to be UEFI on gpt partitioned drives since 2012. – oldfred Nov 6 '19 at 17:13
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Either is valid, just so you remember where you put it.

Since most folks are more likely to assume /dev/sda, that's where I put it. That's not the same as /dev/sda1 and I strongly recommend not using /dev/sda1 .

BTW, if you are installing 18.04 or later AND do not intend to hibernate Ubuntu, you do not need a swap partition; Ubiquity (the installer app) will make a swap file for you. You can back up and remove the swap partition if you wish.

The other use case for a swap partition is obsolete; the Linux kernel before late 2017 had performance issues with swap files, which are now fixed.

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