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You are going to invest in Asset J and Asset S. Asset J has an expected return of 14.8 percent and a standard deviation of

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You are going to invest in Asset J and Asset S. Asset J has an expected return of 14.8 percent and a standard deviation of 55.8 percent. Asset S has an expected return of 11.8 percent and a standard deviation of 20.8 percent. The correlation between the two assets is 0.50 . What are the standard deviation and expected return of the minimum variance portfolio? Note: Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Answer is complete but not entirely correct

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