Aa Aa 1. The two-asset case The expected return for asset A is 4.50% with a standard deviation of 6.00%, and the expected return for asset B is 4.50% with a standard deviation of 8.00% 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 Proportion of Portfolio in Security B Expected Portfolio Return Op (%) Case II (PAB = 0.4) 6.0 Case III (PAB = 0.7) 6.0 6.1 6.5 Case I (PAB =-0.5) WA 1.00 0.75 0.50 0.25 0.00 WB 0.00 0.25 0.50 0.75 1.00 4.50% 4.50% 4.50% 4.50% 4.50% 3.9 3.6 5.4 8.0 5.9 6.7 8.0 8.0 What is the efficient proportion of asset A within the portfolio for case II? 0.00 0.43 1.00