ITap - Cengage Learning X C 8. Tests Of The CAPM The CAPM X + ng.cengage.com/staticb/ui/evo/index.html?deploymentld=59028333002507602692302217&elSBN=9780357114537&id=1163236046&s CENGAGE | MINDTAP Ch 03: Assignment - Risk and Return: Part II The expected return for asset A is 7.00% with a standard deviation of 7.00%, and the expected return for asset B is 6.00% with a standard deviation of 5.00%. Based on your knowledge of efficient portfolios, fill in the blanks in the following table with the appropriate answers. Proportion of Portfolio Proportion of Portfolio Expected Portfolio Standard Standard Standard in Security A in Security B Return Deviation Up Deviation Op Deviation Up Case I Case II Case III WA WB TP (PAB = -0.4) (PAB = 0.3) (PAB = 0.8) 1.00 0.00 7.00% 7.0 7.0 7.0 0.75 0.25 6.75% 4.9 5.8 6.3 0.50 15.50 6.50% 3.4 4.9 5.7 0.25 0.75 6.25% 3.4 4.6 0.00 1.00 6.00% 5.0 5.0 5.0 The minimum risk portfolio allocation to asset A within the portfolio for case II is . Therefore, you are better off Grade It Now Save & Continue Type here to search O 41.F