1. The two-asset case The expected return for asset A is 4.00% with a standard deviation of 9.00%, and the expected return for asset B is 6.75% with a standard deviation of 3.00%. 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 f Standard Deviation Op (%) Case I(PAB = -0.4) WA WB Case II(PAB = 0.3) Case III(PAB = 0.8) 1.00 0.00 4.00% 9.0 9.0 0.75 0.25 4.69% 6.5 7.4 0.50 0.50 4.1 5.2 5.8 0.25 0.75 6.06% 2.5 3.6 0.00 1.00 6.75% 3.0 3.0 3.0 The minimum risk portfolio allocation to asset A within the portfolio for case III is . Therefore, you are better off Options: Selling Asset B / Selling Asset A/ Rolling Off Both Assets