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


Question: 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 55 percent. Asset S has an expected return of 11 percent and a standard deviation of 20 percent. The correlation between the two assets is .50. What are the standard deviation and expected return of the minimum variance portfolio? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Omit the "%" sign in your response.)

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Finance Basics: You are going to invest in asset j and asset s asset j has
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