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You are going to invest in Asset J and Asset S. Asset J has an expected return of 11.8 percent and a standard deviation of
You are going to invest in Asset J and Asset S. Asset J has an expected return of 11.8 percent and a standard deviation of 52.8 percent. Asset S has an expected return of 8.8 percent and a standard deviation of 17.8 percent. The correlation between the two assets is .50. What are the standard deviation and the expected return of the minimum variance portfolio? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.)
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