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Consider a portfolio of equity and fixed-income (debt) with expected returns of 13% and 8%, and standard deviations of 20% and 12%, respectively. E,D =

Consider a portfolio of equity and fixed-income (debt) with expected returns of 13% and 8%, and standard deviations of 20% and 12%, respectively. E,D = 0.3.

What are the weights on debt for the minimum variance portfolio (MVP)?

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24%

18%

32%

82%

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