Question: 3. The minimum variance portfolio comprises 45% in an equity portfolio and the remainder in a debt portfolio. The equity portfolio has an expected return

3. The minimum variance portfolio comprises 45% in an equity portfolio and the remainder in a debt portfolio. The equity portfolio has an expected return of 11% and a standard deviation of 28%. The equity and debt portfolio returns have a covariance of 126. If the debt portfolio has an expected return of 5.5%, what is the standard deviation of the debt portfolio

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