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Asset K has an expected return of 17 percent and a standard deviation of 35 percent. Asset L has an expected return of 10 percent
Asset K has an expected return of 17 percent and a standard deviation of 35 percent. Asset L has an expected return of 10 percent and a standard deviation of 15 percent. The correlation between the assets is .43. 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 | % |
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