Question: Suppose we have the following information: Debt Expected return 7% Standard deviation 14% Correlation -100% Equity 12% 25% What's the expected return of the

Suppose we have the following information: Debt Expected return 7% Standard deviation 14% Correlation -100% Equity 12% 25% What's the expected return of the zero-variance portfolio? Express your answer in percent and round it to 2 decimal places. For example, if your answer is 0.25456, then please write down 25.46 (without the percent sign).

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