Attempts: Average: 76 1. The two-asset case Aa The expected return for asset A is 6.50% with a standard deviation of 7.00%, and the expected return for asset B is 8.00% 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. Proportion of Portfolio in Security A Proportion of Portfolio in Security B Expected Portfolio Return Standard Deviation Op (%) Case I (PAB = -0.6) Case II (PAB = 0.4) Case III (PAB = 0.8) WA WB 1.00 0.00 6.50% 7.0 7.0 0.75 0.25 6.88% 4.4 7.0 0.50 0.50 3.4 6.3 7.1 0.25 0.75 7.63% 5.1 6.9 0.00 1.00 8.00% 8.0 8.0 8.0 . Therefore, you are better The minimum risk portfolio allocation to asset A within the portfolio for case II is off