The expected return for asset A is 7.75% with a standard deviation of 7.00%, and the expected return for asset B is 6.50% 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 pp (%)
WAWA	WBWB	rPr^P	Case I(pABpAB = -0.5)	Case II(pABpAB = 0.3)	Case III(pABpAB = 0.7)
1.00	0.00	7.75%		7.0	7.0
0.75	0.25	7.44%	4.7		6.4
0.50	0.50		3.3	5.2	6.0
0.25	0.75	6.81%	3.9	5.3
0.00	1.00	6.50%	6.0	6.0	6.0

The minimum risk portfolio allocation to asset A within the portfolio for case III is________ . Therefore, you are better off _________ .Holding asset A in the portfolio, selling asset B short or rolling off both assets from the portfolio.