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Asset s has an expected return of 10 percent and a standard

You are going to invest in Asset J and Asset S. Asset J has an expected return of 14 percent and a standard deviation of 49 percent. Asset S has an expected return of 10 percent and a standard deviation of 19 percent. The correlation between the two assets is .50. What are the standard deviation and expected return of the minimum variance portfolio? What is going on here?

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Finance Basics: Asset s has an expected return of 10 percent and a standard

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