The expected return for asset Als 10.00% with a standard deviation of 8.00%, and the expected return for asset B is 8.50% 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 Proportion of Portfolio in Security A Security B Expected Portfolio Return Standard Deviation og Case I (PAB = -0.7) Standard Deviation ay Case II (PAD = 0.4) 8.0 Standard Deviation Case III (PAD = 0.8) 8.0 W WA 1.00 0.00 Tp 10.00% 9.63% 0.75 0.25 7.3 5.1 2.9 0.50 0.50 5.9 6.6 0.25 8.88% 3.4 5.6 0.75 1.00 0.00 8.50% 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