The expected return for asset $A$ is $4\mathrm{.}50\%$ with a standard deviation of $7\mathrm{.}00\%,$ and the expected return for asset $B$ is $4\mathrm{.}25\%$ with a standard deviation of $7\mathrm{.}00\%.$

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

Proportion of Portfolio in Security $A$

The minimum risk portfolio allocation to asset A within the portfolio for case III is $-$ Therefore, you are better off