The two$-$asset case

The expected return for asset A is $5\mathrm{.}50\%$ with a standard deviation of $3\mathrm{.}00\%,$ and the expected return for asset B is $5\mathrm{.}25\%$ with a standard deviation of $6\mathrm{.}00\%.$

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

$\backslash$table$[[\backslash$table$[[$Proportion of Portfolio in$],[$Security A$],[W_A$