1. The two-asset case The expected return for asset A is 7.00% with a standard deviation of 7.00%, and the expected return for asset B is 6.00% 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. Standard Standard Standard Proportion of Portfolio in Security A Proportion of Portfolio in Security B Expected Portfolio Return Deviation op Deviation Op Deviation op Case I Case II Case III WA WB (PAB = -0.4) = (PAB = 0.3) = (PAB = 0.8) 1.00 0.00 7.00% 7.0 7.0 0.75 0.25 6.75% 4.9 6.3 0.50 0.50 3.4 4.9 5.7 0.25 0.75 6.25% 3.4 4.6 0.00 1.00 6.00% 5.0 5.0 5.0 The minimum risk portfolio allocation to asset A within the portfolio for case II is Therefore, you are better off 1. The two-asset case The expected return for asset A is 7.00% with a standard deviation of 7.00%, and the expected return for asset B is 6.00% 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. Standard Standard Standard Proportion of Portfolio in Security A Proportion of Portfolio in Security B Expected Portfolio Return Deviation op Deviation Op Deviation op Case I Case II Case III WA WB (PAB = -0.4) = (PAB = 0.3) = (PAB = 0.8) 1.00 0.00 7.00% 7.0 7.0 0.75 0.25 6.75% 4.9 6.3 0.50 0.50 3.4 4.9 5.7 0.25 0.75 6.25% 3.4 4.6 0.00 1.00 6.00% 5.0 5.0 5.0 The minimum risk portfolio allocation to asset A within the portfolio for case II is Therefore, you are better off