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Asset K has an expected return of 11 percent and a standard deviation of 30 percent. Asset L has an expected return of 5 percent
Asset K has an expected return of 11 percent and a standard deviation of 30 percent. Asset L has an expected return of 5 percent and a standard deviation of 10 percent. The correlation between the assets is .43. What are the expected return and standard deviation of the minimum variance portfolio? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.)
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