The two$-$asset case

The expected return for asset A is $5\mathrm{.}50\%$ with a standard deviation of $6\mathrm{.}00\%,$ and the expected return for asset B is $5\mathrm{.}75\%$ with a standard deviation of $2\mathrm{.}00\%.$

Based on your knowledge of efficient portfolios, fill in the blanks in the following table with the appropriate answers.

Proportion of Portfolio in Security $A$

$W_A$

$\backslash$table$[[W_A,W_B,$widehat$(r_P),)=(-0\mathrm{.}5,)=(0\mathrm{.}4,)=(0\mathrm{.}7$