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The expected return for asset A is 7 . 0 0 % with a standard deviation of 7 . 0 0 % and the expected

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.
The minimum risk portfolio allocation to asset A within the portfolio for case II is (0.27,0.94,0.00,1.00). Therefore, you are better off (holding asset A in the portfolio, including a third asset in the mix, selling asset B short).
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