Question: You are going to invest in Asset J and Asset S. As... Bookmark You are going to invest in Asset J and Asset S. Asset J has an expected return of 14.2 percent and a standard deviation of 55.2 percent. Asset S has an expected return of 11.2 percent and a standard deviation of 20.2 percent.
The correlation between the two assets is .50. What are the standard deviation minimum variance of the portfolio?