The two$-$asset case

The expected return for asset $A$ is $4\mathrm{.}50\%$ with a standard deviation of $5\mathrm{.}00\%,$ and the expected return for asset $B$ is $4\mathrm{.}25\%$ 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.

Proportion of Portfolio in Security A Security A

A$.$

Proportion of Portfolio in Security B

Expected

Portfolio Return

Deviation ${}_p$

Case I

$\backslash$table$[[)=(-0\mathrm{.}4,)=(0\mathrm{.}4,)=(0\mathrm{.}7$