1. The two-asset case The expected return for asset Als 4,50% with a standard deviation of 7,00%, and the expected return for asset B is 4.25% with a standard deviation of 7.00% Based on your knowledge of efficient portfollos, 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 Case 1 (PAR = -0.4) Standard Deviation Case 11 (P = 0.4) 7.0 Standard Deviation Case III (PAN = 0.7) 2.0 WA W 0.00 FM 4.50% 1.00 0.25 4.44% 0.75 0.50 0.50 3.8 5.9 6,5 0.25 4.8 6,2 0.75 1.00 4.31% 4.25% 0.00 7.0 7.0 7.0 The minimum risk portfolio allocation to asset A within the portfolio for case III is Therefore, you are better off