You are going to invest in asset j and asset s asset j has


You are going to invest in Asset J and Asset S. Asset J has an expected return of 11.4 percent and a standard deviation of 52.4 percent. Asset S has an expected return of 8.4 percent and a standard deviation of 17.4 percent. The correlation between the two assets is .50. What are the standard deviation and expected return of the minimum variance portfolio?

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Financial Management: You are going to invest in asset j and asset s asset j has
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