1. The two-asset case Aa Aa E The expected return for asset A is 4.75% with a standard deviation of 3.00%, and the expected return for asset B is 8.75% with a standard deviation of 4.00%. 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 Expected Portfolio Return Standard Deviation Op (%) Case I (PAB = -0.5) WA 1.00 0.75 WB 0.00 0.25 0.50 0.75 4.75% 5.75% Case II (PAB = 0.4) 3.0 - 2.9 3.4 4.0 Case III (PAB = 0.7) 3.0 3.0 3.2 - 4.0 2.0 1.8 2.7 4.0 R 0.50 0.25 0.00 7.75% 8.75% 1.00 . Therefore, you are The minimum risk portfolio allocation to asset A within the portfolio for case III is better off