The options are as follows=

Expected Portfolio Return: 8.13, 6.50, 9.76, 8.94

SD Case I: 6.0, 5.5, 6.5, 5.0

SD Case II: 4.6, 4.1, 5.1, 3.7

SD Case III: 6.2, 5.0, 5.6, 3.9

The last part about within the portfolio of case III is: 0.32, 1.00, 0.00, 0.92 and the other part therefore you are better off the options are: holding asset A in the portfolio, selling asset B short, rolling off both assets from the portfolio.

The expected return for asset A is 8.50% with a standard deviation of 5.00%, and the expected return for asset B is 7.75% with a standard deviation of 6.00%. 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 The expected return for asset A is 8.50% with a standard deviation of 5.00%, and the expected return for asset B is 7.75% with a standard deviation of 6.00%. 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