Let G be the global minimum variance portfolio formed from asset A and asset 8. Asset A has expected return of 13.2% and standard deviation of 1.5%. Asset B has expected return of 7.7% and standard deviation of 1.1%. Correlation coefficient between A and B return is 0.46. The expected rate of return and standard deviation of the global minimum variance portfolio, G, are and respectively. 10.07%; 1.05% O 8.97%: 2,03% O 10.07%: 3.01% O 8.97%: 1.05% O none of the above