The expected return for asset A is $4\mathrm{.}00\%$ with a standard deviation of $9\mathrm{.}00\%,$ and the expected return for asset $B$ is $6\mathrm{.}75\%$ with a standard deviation of $3\mathrm{.}00\%.$

Based on your knowledge of efficient portfolios, fill in the blanks in the following table with the appropriate answers.

$\backslash$table$[[\backslash$table$[[$Proportion of Portfolio$],[$in Security$\_$A$],[W_A$