Chapter 11 problems Saved Help Save& Exit Submit Check my work 7 Asset K has an expected return of 16 percent and a standard deviation of 35 percent. Asset L has an expected return of 10 percent and a standard deviation of 16 percent. The correlation between the assets is 0.58. 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 decimal places.) 10 points Skipped Expected return Standard deviation eBook Print References