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You are going to invest in Asset J and Asset S. Asset J has an expected return of 13.8 percent and a standard deviation of
You are going to invest in Asset J and Asset S. Asset J has an expected return of 13.8 percent and a standard deviation of 54.8 percent. Asset S has an expected return of 10.8 percent and a standard deviation of 19.8 percent. The correlation between the two assets is .50. What are the standard deviation and 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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