Question: 1. The two-asset case The expected return for asset Als 4.00% with a standard deviation of 9.00%, and the expected return for asset B is

 1. The two-asset case The expected return for asset Als 4.00%

1. The two-asset case The expected return for asset Als 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. Standard Deviation Proportion of Portfolio In Security A WA Proportion of Portfolio in Security B W: Expected Portfolio Return Case IPA = -0.4) Case TI (PAB- 0.3) Case III (PAR = 0.8) 9.0 9.0 1.00 0.00 4.00% 7.4 0.75 0.25 6.5 4.69% 4.1 5.2 0.50 0.50 3.6 0.25 0.75 2.5 6.06% 3.0 3.0 3.0 0.00 1.00 6.75% The minimum risk portfolio allocation to asset A whin the portfolio for case III is Therefore, you are better off

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