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Consider the following probability distribution for stocks A and B: State Probability Return on Stock A Return on Stock B 1 0.10 10 % 8

Consider the following probability distribution for stocks A and B:

State Probability Return on Stock A Return on Stock B
1 0.10 10 % 8 %
2 0.20 13 % 7 %
3 0.20 12 % 6 %
4 0.30 14 % 9 %
5 0.20 15 % 8 %

The expected rate of return and standard deviation of the global minimum variance portfolio, G, are __________ and __________, respectively.

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