Question: The expected return for asset A is 6.75% with a standard deviation of 2.00%, and the expected return for asset B is 4.00% with a

The expected return for asset A is 6.75% with a standard

The expected return for asset A is 6.75% with a standard deviation of 2.00%, and the expected return for asset B is 4.00% with a standard deviation of 8.00%. 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 Returrn Standard Deviation Op (%) Case II (PAB-0.4) (PAB0.4) (PAB 0.8) 2.0 Case I Case III WA 1.00 0.75 0.50 0.25 0.00 0.00 0.25 0.50 0.75 1.00 rp 6.75% 6.06% 2.0 3.7 5.8 8.0 2.0 3.3 4.8 4.5 4.69% 4.00% 8.0 8.0 The minimum risk portfolio allocation to asset A within the portfolio for case III is better off . Therefore, you are

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