The expected return for asset A is $7\mathrm{.}00\%$ with a standard deviation of $7\mathrm{.}00\%,$ and the expected return for asset B is $6\mathrm{.}00\%$ with a standard deviation of $5\mathrm{.}00\%.$

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 II is $\_\_\_\_(0\mathrm{.}27,0\mathrm{.}94,0\mathrm{.}00,1\mathrm{.}00).$ Therefore, you are better off $\_\_\_\_($holding asset A in the portfolio, including a third asset in the mix, selling asset B short$).$