1. The two-asset case Aa Aa E The expected return for asset A is 9.00% with a standard deviation of 5.00%, and the expected return for asset B is 9.25% with a standard deviation of 2.00%. 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) Case II (PAB = 0.4) 5.0 Case III (PAB = 0.8) WA WE 0.00 0.25 0.50 0.75 9.00% 9.06% 1.00 0.75 0.50 0.25 0.00 3.6 4.2 3.4 2.3 3.0 2.3 9.19% 1.5 1.00 9.25% 2.0 2.0 2.0 The minimum risk portfolio allocation to asset A within the portfolio for case II is . Therefore, you are better off