Suppose that the market consists of two risky assets. The mean and standard deviation of the return for asset 1 are mu_1 = 4% and sigma_1 = 20%, respectively and those for asset 2 are mu_2 = 2% and sigma_2 = 10%. Assume that the two returns are uncorrelated. Find the minimum variance point, (sigma_mv, mu_mv), on the mu - sigma diagram for this market