Please help solve this question. I'm on my third attempt and dont understand.

Options for first drop down in part 2:

1.00, 0.32, 0.50, and 0.00

the options for the last drop down are

1.Selling asset B short

2. rolling off both assets from portfolio

3. Holding asset A in the portfolio

The expected return for asset A is 5.00% with a standard deviation of 3.00%, and the expected return for asset B is 4.00% with a standard deviation of 3.00% Based on your knowledge of efficient portfolios, fill in the blanks in the following table with the appropriate answers. The minimum risk portfolio allocation to asset A within the portfolio for case III is . Therefore, you are better off