Ch 11 Assignment Problem 11-18 Minimum Variance Portfolio (LO4, CFA4) 6 Asset Khas an expected return of 10 percent and a standard devotion of 25 percent. Asset has an expected return of percent and a standard deviation of 20 percent. The correlation between the assets 120 What are the expected return and standard deviation of the minimum vanance portfolio? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places) Sed Expected return Standard deviation - ferences Nox