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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=0.3. What
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)? 18% 32% 82% 24%
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