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An investor is building a portfolio of assets W and Z. W has a mean return of 8% and a return standard deviation of 25%.

An investor is building a portfolio of assets W and Z. W has a mean return of 8% and a return standard deviation of 25%. Z has a mean return of 14% and a return standard deviation of 9%. The correlation between their returns is 0.5. The mean return and return standard deviation of an equally weighted portfolio of these two assets are, to the nearest percentage point;

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