Question: Problem 11-18 Minimum Variance Portfolio (LO4, CFA4) Asset K has an expected return of 20 percent and a standard deviation of 35 percent. Asset L

Problem 11-18 Minimum Variance Portfolio (LO4, CFA4) 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 0.44. What are the expected return and standard deviation of the minimum variance portfolio? (Do not round intermediate calculations. Enter your answers as a percent places.) PM Expected returm Standard deviation

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