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1. The two-asset case The expected return for asset A is 4.50% with a standard deviation of 5.00%, and the expected return for asset B is 4.25% 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 Security A Proportion of Portfolio in Security B Expected Portfolio Return Standard Deviation op Case I (PAB = -0.4) Standard Deviation op Case II (PAB = 0.4) Standard Deviation op Case III (PAB = 0.7) WA WB 1.00 0.00 4.50% 5.0 5.0 0.75 0.25 4.44% 3.4 4.9 0.50 0.50 3.0 4.6 5.1 0.25 0.75 4.31% 4.2 5.1 0.00 1.00 4.25% 6.0 6.0 6.0 Therefore, you are better The minimum risk portfolio allocation to asset A within the portfolio for case II is off