1. The two-asset case The expected return for asset Als 6.50% with a standard deviation of 10.00%, and the expected return for asset Bis 8.00% 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 8 Case I (PA = -0.7) Standard Deviation de Case II (P = 0.4) 10.0 WA WA 1.00 0.75 FP 8.50% Standard Deviation or Case III PAR = 0.8) 10.0 7.9 0.00 0.25 8.38% 7.2 4.4 5.5 5.8 0.50 0.25 0.50 0.75 1.00 1.8 3.4 V 8.13% 8.00% 0.00 2.0 2.0 2.0 The minimum risk portfolio allocation to asset A within the portfolio for case it is Therefore, you are better off