1. The two-asset case Aa Aa E The expected return for asset A is 7.50% with a standard deviation of 10.00%, and the expected return for asset B is 9.25% with a standard deviation of 3.00%. Based on your knowledge of efficient portfolios, fill in the blanks in the following table with the appropriate answers. Proportion of Portfolio in Security A Proportion of Portfolio in Security B WA 1.00 0.75 0.50 0.25 0.00 WB 0.00 0.25 0.50 0.75 1.00 Expected Standard Deviation Portfolio Op (%) Return Case I Case II Case III (PAB = -0.4) (PAB = 0.3) (PAB = 0.8) 7.50% 10.0 10.0 7.94% 7.2 - 8.1 - 4. 65. 66.3 8.81% 2.6 3.8 - 9.25% 3.0 3.0 3.0 Therefore, you are better The minimum risk portfolio allocation to asset A within the portfolio for case II is off