Aa The expected return for asset A is 8.25% with a standard deviation of 3.00%, and the expected return for asset B is 8.00% with a standard deviation of 9.00%. 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 = -0.6) WA WB PP 8.25% Case II (PAB = 0.4) 3.0 Case III (PAB = 0.7) 3.0 1.00 0.00 0.75 0.25 8.19% 2.0 4.2 0.50 0.50 3.8 5.3 5.7 0.25 0.75 8.06% 6.3 7.1 0.00 1.00 8.00% 9.0 9.0 9.0 Therefore, you are better The minimum risk portfolio allocation to asset A within the portfolio for case II is off