The expected return for asset A is 5.25% with a standard deviation of 3.00%, and the expected return for asset B is 9.75% with a standard deviation of 6.00%. 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 (%) WA 1.00 Case I (PAB = -0.6) 3.0 Case II (PAB = 0.4) 3.0 Case III (PAB = 0.8) 3.0 0.75 WB 0.00 0.25 0.50 0.75 1.8 3.2 5.25% 6.38% 7.50% 8.63% 3.6 4.3 0.50 2.4 3.9 4.9 0.25 4.1 5.1 0.00 1.00 9.75% 6.0 6.0 6.0 . Therefore, you are better The minimum risk portfolio allocation to asset A within the portfolio for case II is off 0.00 1.00 0.94 0.43 The expected return for asset Ais 5.25% with a standard deviation of 3.00%, and the expected return for asset B is 9.75% with a standard deviation of 6.00%. 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 (%) WA WB 0.00 Case I (PAB = -0.6) 3.0 Case II (PAB = 0.4) 3.0 Case III (PAB = 0.8) 3.0 1.00 0.75 0.25 1.8 3.2 3.6 5.25% 6.38% 7.50% 8.63% 0.50 0.50 2.4 3.9 4.3 0.25 0.75 4.1 4.9 5.1 0.00 1.00 9.75% 6.0 6.0 6.0 Therefore, you are better The minimum risk portfolio allocation to asset A within the portfolio for case II is off including a third asset in the mix selling asset B short holding asset A in the portfolio *****