You are going to invest in Asset J and Asset S. Asset J has an expected return of 13.6 percent and a standard deviation of 54.6 percent. Asset S has an expected return of 10.6 percent and a standard deviation of 19.6 percent. The correlation between the two assets is 60. What are the standard deviation and expected return of the minimum variance portfolio? (Round your answer to 2 decimal places. Omit the "%" sign in your response.) Standard deviation Expected return % %

You are going to invest in Asset J and Asset S. Asset J has an expected return of 13.6 percent and a standard deviation of 54.6 percent. Asset S has an expected return of 10.6 percent and a standard deviation of 19.6 percent. The correlation between the two assets is 60 . What are the standard deviation and expected return of the minimum variance portfolio? (Round your onswer to 2 decimal places. Omit the "\%" sign in your response.)