Question: omework Saved Help Asset K has an expected return of 15 percent and a standard deviation of 34 percent. Asset L has an expected return

omework Saved Help Asset K has an expected return of 15

omework Saved Help Asset K has an expected return of 15 percent and a standard deviation of 34 percent. Asset L has an expected return of 9 percent and a standard deviation of 15 percent. The correlation between the assets is 55. 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.) Expected retum Standard deviation 10.56% 9.67%

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