18 of 33 Given two securities X and Y with correlation 0.7. X has an expected rate of retum of 9% and a variance of 3%. Y has an expected rate of return of 14% and variance of 4%. What is the expected return tmin and the standard deviation omin of the global minimum variance portfolio formed from these two risky securities X and Y O ammin equals 10.34%, amin equals 16 87% Obimin equals 11 13%, amin equals 13 25% Ocimin equals 12.66%, omin equals 18 20% Od min equals 13 34%, omin equals 19.02% O None of the choices is correct Unsure