The two$-$asset case

The expected return for asset A is $7\mathrm{.}25\%$ with a standard deviation of $3\mathrm{.}00\%,$ and the expected return for asset B is $6\mathrm{.}75\%$ with a standard deviation of $7\mathrm{.}00\%.$

Based on your knowledge of efficient portfolios, fill in the blanks in the following table with the appropriate answers.

$\backslash$table$[[\backslash$table$[[$Proportion of Portfolio$],[$in Security $A$