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The expected return for asset Ais 9.00% with a standard deviation of 8.00%, and the expected return for asset B is 6.75% with a standard

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The expected return for asset Ais 9.00% with a standard deviation of 8.00%, and the expected return for asset B is 6.75% 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 Op (%) Case I (PAB = -0.4) Case II (PAD = 0.4) WE WA 1.00 0.75 Case III (PAB = 0.7) 8.0 6.4 9.00% 8.0 8.44% 0.00 0.25 0.50 0.75 5.8 0.50 4.8 0.25 7.31% 0.00 1.00 6.75% O 2.0 The minimum risk portfolio allocation to asset A within the portfolio for case III is Setter off Therefore, you

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