The expected return for asset Ais 8.50% with a standard deviation of 10.00%, and the expected return for asset B is 8.00% with a standard deviation of 2.00% 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 Case I (PAB = -0.7) Standard Deviation or Case II (PAR = 0.4) 10.0 Standard Deviation o Case III (PAR = 0.8) 10.0 W WA 1.00 PP 8.50% 0.00 0.25 8.38% 7.2 7.9 0.75 0.50 0.50 4.4 5.5 5.8 0.25 8.13% 1.8 3.4 0.75 1.00 0.00 8.00% 2.0 2.0 2.0 The minimum nisk portfolio allocation to asset A within the portfolio for case II is Therefore, you are better off 1.00 04 0.00 (PAR -0.7) 0.75 8.50% Case 11 PAN=0.4) 10.0 Case III (PAR = 0.8) 10.0 0.25 8.38% 0.50 selling asset B short 7.2 4.4 79 0.75 5.5 Including a third asset in the mix 8.13% 5.8 18 1.00 3.4 8.00% 2.0 selling asset A short 2.0 2.0 to asset A within the portfolio for case Il is Therefore, you are better off Grade it Now Save & Continue Continge without saving 1. The two-asset case The expected return for asset Als 8.50% with a standard deviation of 10.00%, and the expected return for asset B is 8.00% with a standard de of 2.00% 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 Case I (PAB = -0.7) Standard Deviation op Case II (PA) = 0.4) 10.0 Standard Deviation o Case III (PAR = 0.8) 10.0 WA W PP 8.50% 1.00 0.00 0.00 7.9 0.25 8.38% 7.2 0.75 0.50 0.50 0.51 4.4 5.5 5.8 0.25 0.75 8.13% 0.94 1.8 0.00 1.00 8.00% 2.0 2.0 2.0 0.37 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 Continue without saving