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