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Business, 20.11.2020 17:00 safiyabrowne7286

You are going to invest in Asset J and Asset S. Asset J has an expected return of 11.2 percent and a standard deviation of 52.2 percent. Asset S has an expected return of 8.2 percent and a standard deviation of 17.2 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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You are going to invest in Asset J and Asset S. Asset J has an expected return of 11.2 percent and a...
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