Consider three assets assets described as follows.

Asset ii	ii, Expected Return on Asset ii	ii, Volatility of Return on Asset ii
1	6%	16%
2	12%	14%
3	14%	26%

The correlation coefficients are

1,2=321,2=32%, 1,3=641,3=64%, 2,3=322,3=32%.

and the covariance matrix is

=0.02560.0071680.0266240.0071680.01960.0116480.0266240.0116480.0676=[0.02560.0071680.0266240.0071680.01960.0116480.0266240.0116480.0676]

What is the mean and standard devation of the return on the minimum variance portfolio? == % to 2 decimal places == % to 2 decimal places

Consider three assets assets described as follows. Asset i Mi, Expected Return on Asset i 6% 0;, Volatility of Return on Asset i 16% 1 2 12% 14% 3 14% 26% The correlation coefficients are P1,2 = -32%, P1,3 = 64%, P2,3 = -32%. and the covariance matrix is 0.0256 -0.007168 0.026624 = -0.007168 -0.011648 0.0196 -0.011648 0.026624 0.0676 What is the mean and standard devation of the return on the minimum variance portfolio? M= % to 2 decimal places 0 = % to 2 decimal places