An investment portfolio has a mean return of 8% and a standard deviation of 15%. The portfolio consists of two assets, A and B, with weights of 40% and 60%, respectively. Asset A has a mean return of 10% and a standard deviation of 20%, while asset B has a mean return of 5% and a standard deviation of 10%. The correlation between the returns of the two assets is 0.3.

a) Calculate the expected return and standard deviation of the portfolio.
b) Calculate the correlation coefficient that would result in a minimum variance portfolio consisting of assets A and B with the given characteristics.

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