1. The two-asset case Aa Aa The expected return for asset A is 7.25% with a standard deviation of 3.00%, and the expected return for asset B is 5.25% with a standard deviation of 5.00% 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 Case II Case III WA 1.00 0.75 0.50 0.25 0.00 WB 0.00 0.25 0.50 0.75 1.00 rp 3.0 3.3 3.7 25010 6: 15% 6.25% 5.75% 5.25% 1.8 2.0 3.4 5.0 3.3 4.0 5.0 5.0 The minimum risk portfolio allocation to asset A within the portfolio for case II is off . Therefore, you are better