1. The two-asset case Aa Aa The expected return for asset A is 7.50% with a standard deviation of 2.00%, and the expected return for asset B is 4.00% with a standard deviation of 8.00%. Based on your knowledge of efficient portfolios, fill in the blanks in the following table with the appropriate answers. Proportion of Proportion of Expected Standard Deviation Op (%) Portfolio in Portfolio in Portfolio Security A Security B Return Case I Case II Case III (PAB =-0.6) ( 3 0.3) ( 3 0.7) WA WB rp 1.00 0.00 7.50% 2.0 2.0 0.75 0.25 6.63% 1.6 3.2 0.50 0.50 3.5 4.4 4.8 0.25 0.75 4.88% 5.7 6.2 4.00% 8.0 8.0 0.00 1.00 8.0 . Therefore, you are better The minimum risk portfolio allocation to asset A within the portfolio for case II is off