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You are going to invest in Asset J and Asset S. Asset J has an expected return of 13 percent and a standard deviation of
You are going to invest in Asset J and Asset S. Asset J has an expected return of 13 percent and a standard deviation of 54 percent. Asset S has an expected return of 10 percent and a standard deviation of 19 percent. The correlation between the two assets is .50. What are the standard deviation and expected return of the minimum variance portfolio?
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