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Percent and a standard deviation

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Asset K has an expected return of 20 percent and a standard deviation of 35 percent. Asset L has an expected return of 8 percent and a standard deviation of 19 percent. The correlation between the assets is .44. What are the expected return and standard deviation of the minimum variance portfolio? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Omit the "%" sign in your response.)

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Reference no: EM131318097

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