C {:[" D "," E "," F "]:}Variance of the overall portfolio =w_(min var)^(**)sigma^(2)(R_(minvar)) (As variance of risk free asset is zero.)0.29%=(D57^(***)D56)^(^^)2Standard deviation of the overall portfolio5.35%=SQRT(D62)Hence,Calculation of expected return and St. Deviation of overall portfolio with 50% weight in each:Expected return of overall portfolio8.82%" =SUMPRODUCT(D57:E57,D55:E55) "Variance of the overall portfolioHence,c)Expected return on minimum variance portfolioRisk free rateTarget Return of the p ... See the full answer