1. The two-asset case The expected return for asset Als 7.00% with a standard deviation of 5.00%, and the expected return for asset B is 6.50% with a standard deviation of 4.00% Based on your knowledge of ethicient portfolios, fill in the blanks in the following table with the appropriate answers. Proportion of Portfolio in Security A Proportion of Portfolio in Security Expected Portfolio Return Standard Deviatione, Case 1 PAR -0.4) WA 1,00 Standard Deviation Case II (PAR = 0.3) 5.0 Standard Deviation Case III Coxa = 0.3) 5.0 w 0.00 P 7.00% 6.88 0.75 0.25 4.6 0.50 0.50 3.5 2.5 0.25 0.75 6.63% 2.8 0.00 1.00 6.50% 4.0 4,0 4.0 The minimum risk portfolio allocation to asset A within the portfolio for case It is Therefore, you are better off The expected return for asset A is 7.00% with a standard deviation of 5.00%, and the expected return for asset Bis 6.50% with a standard deviation of 4.00%. Based on your knowledge of efficient portfolios, fill in the blanks in the following table with the appropriate answers Proportion of Portfolio in Proportion of Portfolio in Security A Security Expected Portfolio Return Standard Deviation a Case I PAN-0.4) Standard Deviation Case II (P=0.3) 5.0 Standard Deviation Case III (PAN0.8) 5.0 w wa 1.00 0.00 0.25 7.00% 6.88% 0.75 3.5 0.50 2.5 0. selling asset B short 3.6 2.8 3.6 0.75 1.00 6.63% 6.509 rolling off both assets from the portfolio 4.0 selling asset A short bet A within the portfolio for case III is Therefore, you are better off