The minimum risk portfolio allocation to asset A within the portfolio for case II is ________ .

Select one:

0.00

0.94

1.00

0.27

Therefore, you are better off ________ .

Select one:

including a third asset in the mix

holding asset A in the portfolio

selling asset B short

Please help fill out the missing numbers in the chart too

The expected return for asset A is 7.00% with a standard deviation of 7.00%, and the expected return for asset B is 6.00% with a standard deviation of 5.00% 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 . Therefore, you are better off