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ou 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 .45. What are the standard deviation and expected return of the minimum variance portfolio? (Round your answer to 2 decimal places. Omit the "96" sign in your response.)

Standard deviation

Expected return

Financial Management, Finance

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