1. The two-asset case The expected return for asset A is 5.50% with a standard deviation of 5.00%, and the expected return for asset B is 5.75% with a standard deviation of 2.00%. 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) Standard Deviation op Case II (PAB = 0.4) 6.0 Standard Deviation op Case III (PAB = 0.7) 6.0 WA WB 0.00 5.50% 1.00 0.75 0.25 5.56% 4.3 4.9 0.50 0.50 2.6 3.5 3.8 0.25 0.75 5.69% 1.5 2.5 0.00 1.00 5.75% 2.0 2.0 2.0 The minimum risk portfolio allocation to asset A within the portfolio for case III is Therefore, you are better off Grade It Now Save & Continue Continue without saving 1. The two-asset case The expected return for asset A is 5.50% with a standard deviation of 5.00%, and the expected return for asset B is 5.75% with a standard deviation of 2.00%. 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) Standard Deviation op Case II (PAB = 0.4) 6.0 Standard Deviation op Case III (PAB = 0.7) 6.0 WA WB 0.00 5.50% 1.00 0.75 0.25 5.56% 4.3 4.9 0.50 0.50 2.6 3.5 3.8 0.25 0.75 5.69% 1.5 2.5 0.00 1.00 5.75% 2.0 2.0 2.0 The minimum risk portfolio allocation to asset A within the portfolio for case III is Therefore, you are better off Grade It Now Save & Continue Continue without saving