Standard deviation and expected return

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You are going to invest in Asset J and Asset S. Asset J has an expected return of 14.2 percent and a standard deviation of 55.2 percent. Asset S has an expected return of 11.2 percent and a standard deviation of 20.2 percent. the correlation between the two assets Is .50. What are the standard deviation and expected return of the minimum variance portfolio?

Reference no: EM131505086

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