please help me solve for the correct answer

1. The two-asset case more. Aa Aa E The expected return for asset A is 5.75% with a standard deviation of 3.00%, and the expected return for asset B is 6.75% with a standard deviation of 4.00%. 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 Portfolio in Security B Expected Portfolio Return Standard Deviation op (%) Case I (PAB = -0.6) 5.75% 6.00% WA 1.00 0.75 0.50 0.25 0.00 WB 0.00 0.25 0.50 0.75 1.00 Case II (PAB = 0.3) 3.0 T 2.8 3.3 4.0 Case III (PAB = 0.7) 3.0 3.0 3.2 1.8 1.6 2.6 4.0 6.50% 6.75% 4.0 Therefore, you are better The minimum risk portfolio allocation to asset A within the portfolio for case II is off