1. The two-asset case The expected return for asset Als 5.50% with a standard deviation of 3.00%, and the expected return for asset Bis 5.25% 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 W Expected Portfolio Return Standard Deviation 0, (%) Case I(PAR -0,4) WA TP Case II (PAN Case III(PAR -0.8) 3.0 1.00 5.50% 5.44% 2.1 0.75 0.50 0.25 0.00 0.00 0.25 0.50 0.75 1.00 5.31% 5.25% co 6.0 The minimum risk portfolio allocation to asset A within the portfolio for case II is . Therefore, you are better off 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 WB Expected Portfolio Return Standard Deviation 0, (%) Case I(PAB = -0.4) WA Case II PAB = 0.4) Case III PAB = 0.8) 3.0 3.6 1.00 3.0 5.50% 5.44% 0.75 0.50 0.25 0.00 0.00 0.25 0.50 0.75 1.00 5.31% 5.25% The minimum risk portfolio allocation to asset A within the portfolio for case II is Therefore letter off 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 WA Proportion of Portfolio in Security B Expected Portfolio Return Standard Deviation O(%) Case I(PAB = -0.4) Case II PAB -0.4) Case III PAB - 0.8) 3.0 5.50% 0.00 0.25 0.50 5.44% 2.1 1.00 0.75 0.50 0.25 0.00 3.6 2.8 4.3 0.75 5.31% 5.25% 60 1.00 6.0 The minimum risk portfolio allocation to asset A within the portfolio for case II is . Therefore, you are better off 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 Explean. Irtfolio Proportion of Portfolio in Security B Wa Standard Deviation 0, (%) Case I(PAB - -0.4) WA 4.30% Case II PAN=0.4) 4,84% Case III PAR - 0.8) 3.0 5.92% 1.00 0.75 0.50 0.25 0.00 0.00 0.25 0.50 0.75 1.00 5.31% 5.25% The minimum risk portfolio allocation to asset A within the portfolio for case II is . Therefore, you are better off 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 Standard Deviation Proportion of Portfolio in Security B Expected Portfolio Return WA Ws Case IPAB = -0.4) Case II PAB -0.4) 3.0 Ca PA 5.1 5.50% 5.44% 1.00 0.75 0.50 0.25 0.00 0.25 0.50 0.75 1.00 5.31% 5.25% 0.00 6.0 The minimum risk portfolio allocation to asset A within the portfolio for case II is Therefore, you are better off 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 WA Proportion of Portfolio in Security B WB Expected Portfolio Return Standard Deviation 0p (%) Case I(PAR - -0.4) Case II PAR = 0.4) 3.0 Case III PAR = 0.8) 3.0 3.6 0.00 0.25 5.50% 5.44% 2.1 1.00 0.75 0.50 0.25 0.00 2.8 3.9 0.50 0.75 1.00 4.3 5.31% 5.25% 1.00 0.00 6.0 6.0 The minimum risk portfolio allocation to asset A within the portfolio for case II s . Therefore, you are better off 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 W Expected Portfolio Return Standard Deviation Case I(PAR - -0.4) Case II PAR -0.4) Case III PAN -0.8) 3.0 3.6 3.0 1.00 0.75 5.50% 5.44% 0.00 0.25 0.50 0.75 1.00 selling asset B short 5.31% 5.25% cory including a third asset in the mix holding asset A in the portfolio h to asset A within the portfolio for case Is Therefore, you are better off