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Suppose the SUPER fund has an expected return of 139 and SD of 20%; BEST fund has an expected return of 5% and SD of

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Suppose the SUPER fund has an expected return of 139 and SD of 20%; BEST fund has an expected return of 5% and SD of 89. The SUPER and BEST funds have a correlation coefficient of 0.30. Risk-free rate is 396. Among all possible portfolios formed from the SUPER and BEST funds, what are the expected return and standard deviation of the minimum variance portfolio? O 10.0496 and 13.7796 O 8.20% and 10.49% O 5.35% and 7.9696 4.33% and 6.7796

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