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Asset K has an expected return of 11 percent and a standard deviation of 26 percent....

Asset K has an expected return of 11 percent and a standard deviation of 26 percent. Asset L has an expected return of 9 percent and a standard deviation of 21 percent. The correlation between the assets is 0.21. What are the expected return and standard deviation of the minimum variance portfolio?

Expected return%
Standard deviation%

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