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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 .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 | % |
Standard deviation | % |
Expected return | % |
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