The two$-$asset case

The expected return for asset A is $9\mathrm{.}50\%$ with a standard deviation of $6\mathrm{.}00\%,$ and the expected return for asset B is $8\mathrm{.}25\%$ 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.

The minimum risk portfolio allocation to asset A within the portfolio for case II is

Therefore, you are better off