What are the standard deviation minimum variance

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Reference no: EM132072428

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?

Reference no: EM132072428

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