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Asset A has a return of 12% and a standard deviation of 12%. Asset B has a return of 4% and a standard deviation of

Asset A has a return of 12% and a standard deviation of 12%. Asset B has a return of 4% and a standard deviation of 9%. The correlation between A and B is 0.3. The expected rate of return and standard deviation of the global minimum variance portfolio, G, are __________ and __________, respectively.

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