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Asset K has an expected return of 10 percent and a standard deviation of 25 percent. Asset L has an expected return of 8 percent

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Asset K has an expected return of 10 percent and a standard deviation of 25 percent. Asset L has an expected return of 8 percent and a standard deviation of 18 percent. The correlation between the assets is 20. What are the expected return and standard deviation of the minimum variance portfolio? (Round your answer to 2 decimal places. Omit the "%" sign in your response.) Expected return Standard deviation 1% %

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