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You are going to invest in Asset J and Asset S. Asset J has an expected return of 14.6 percent and a standard deviation of

You are going to invest in Asset J and Asset S. Asset J has an expected return of 14.6 percent and a standard deviation of 55.6 percent. Asset S has an expected return of 11.6 percent and a standard deviation of 20.6 percent. The correlation between the two assets is .50. What are the standard deviation and expected return of the minimum variance portfolio?

Expected return:

Standard deviation:

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