The expected return for asset A is 6.00% with a standard deviation of 2.00%, and the expected return for asset B is 5.50% with a standard deviation of 8.00%.

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 pp (%)
WAWA	WBWB	rPr^P	Case I(pABpAB = -0.5)	Case II(pABpAB = 0.4)	Case III(pABpAB = 0.8)
1.00	0.00	6.00%		2.0	2.0
0.75	0.25	5.88%	1.8		3.3
0.50	0.50		3.6	4.5	4.8
0.25	0.75	5.63%	5.8	6.2
0.00	1.00	5.50%	8.0	8.0	8.0

The minimum risk portfolio allocation to asset A within the portfolio for case III is . Therefore, you are better off .