Question: Please help solve this question. I'm on my third attempt and dont understand. Options for first drop down in part 2: 1.00, 0.32, 0.50, and

Please help solve this question. I'm on my third attempt and dont understand.

Please help solve this question. I'm on my third attempt and dont Options for first drop down in part 2:

1.00, 0.32, 0.50, and 0.00

the options for the last drop down are

1.Selling asset B short

2. rolling off both assets from portfolio

3. Holding asset A in the portfolio

The expected return for asset A is 5.00% with a standard deviation of 3.00%, and the expected return for asset B is 4.00% 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. The minimum risk portfolio allocation to asset A within the portfolio for case III is . Therefore, you are better off

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