Look into an Umbrella Insurance Policy @Grant Bublitz.

Which makes sense if you have three large apartment complexes, because they each represent a large sum of equity and risk exposure.Be sure you run a responsible business, maintain your properties well and make sure they are code compliant, get good insurance and an umbrella policy on top.

I could get an umbrella policy quick enough but I don't have an LLC set up.

I also have an umbrella policy to cover litigation. 

If you want that extra protection get a umbrella policy

Get a umbrella policy from your insurance company - this will add a level of protection if something happens at your property and you are sued, i.e. your tenant slips and breaks their arm...2.

I asked my Allstate agent about getting an umbrella policy and he said it wouldn't cover rental property.

Are there any suggestions as to getting an umbrella policy for my first duplex, or putting that into an LLC?

Advise you guys talk to your attorneys and look at grabbing an umbrella insurance policy sine the property is in your personal names. 

Personally, I was advised by my attorney that LLC's create a lot of unnecessary paperwork and to get a good umbrella insurance policy instead.