1. The two-asset case

The expected return for asset A is 10.00% with a standard deviation of 8.00%, and the expected return for asset B is 8.50% with a standard deviation of 6.00%.

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 pp	Standard Deviation pp	Standard Deviation pp
WAWA	WBWB	rPr^P	Case I	Case II	Case III
			(pABpAB = -0.7)	(pABpAB = 0.4)	(pABpAB = 0.8)
1.00	0.00	10.00%		8.0	8.0
0.75	0.25	9.63%	5.1	??	7.3
0.50	0.50	??	2.9	5.9	6.6
0.25	0.75	8.88%	3.4	5.6	??
0.00	1.00	8.50%	6.0	6.0	6.0

The minimum risk portfolio allocation to asset A within the portfolio for case III is ___ . Therefore, you are better off ___ .