expected portfolio return options are: 5.92%, 4.84%, 5.38%, and 4.3%

case 1 options: 2.4, 3.3, 3.0, 2.7

case 2 options: 2.9, 3.2, 2.6, 2.2

case 3 options: 3.6, 5.6, 4.6, 5.1

the second part options are .94, 1.00, 0.00, and .43 for the first blank

and for the second blank: selling asset B short, holding asset A in the portfolio, or including a third asset in the mix

The expected return for asset A is 5.50% with a standard deviation of 3.00%, and the expected return for asset B is 5.25% 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 Proportion of Portfolio in Standard Deviation Expected Portfolio p (%) Case I(pAB -0.4) Security B Security A Return Case II Case III WA WB 0.4) 0.8) 1.00 0.00 5.50% 3.0 3.0 0.75 0.25 5.44% 2.1 3.6 3.9 0.50 0.50 5.38% 2.8 4.3 4.8 0.25 0.75 5.31% 4.3 5.25% 0.00 1.00 6.0 6.0 6.0 The minimum risk portfolio allocation to asset A within the portfolio for case II is Therefore, you are better off