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Asset K has an expected return of 10 percent and a standard deviation of 28 percent. Asset L has an expected return of 7 percent

Asset K has an expected return of 10 percent and a standard deviation of 28 percent. Asset L has an expected return of 7 percent and a standard deviation of 18 percent. The correlation between the assets is 0.40. What are the expected return and standard deviation of the minimum variance portfolio?

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