from the portfolio data below, which combination will minimise the portofolio risk? or which portfolio has lowest risk?

Note:

ER (Expected Return)

Std ( Standard Deviation)

Corr (Correlation)

Portfolio 2 TLS Portfolo 3 TLS Weight ER Std Corr Portfolio 1 TLS RO 0.5 -0.0047 0.0554 0.1777 0.5 Weight 0.0266 ER 0.0670 Std Corr CLS 0.5 -0.0047 0.0554 0.2015 0.5 Weight 0.0239 ER 0.0591 Std Corr WES 0.5 -0.0047 0.0554 0.0441 0.5 0.0197 0.1264 Portofolo return Portofolo Variance Portfolio Std 0.0109 Portofolo return 0.0022 Portofolio Variance 0.0471 Portfolo Std 0.0096 Portofolio return 0.0020 Portofolio Variance 0.0444 Portfolio Std 0.0075 0.0049 0.0701 Portfolio 5 RIO Portfolio CLS Weight ER Std Corr Portfolio 4 RIO ALS 0.5 0.0266 0.0670 -0.0804 0.5 Weight 0.0239 ER 0.0591 Std Corr WES 0.5 0.0266 0.0670 0.0756 0.5 Weight 0.0197 ER 0.1264 Std Corr WES 0.5 0.0239 0.0591 0.1073 0.5 0.0197 0.1264 Portofolo return Portofolo Variance Portfolio Std 0.0252 Portofolio return 0.0018 Portofolio Variance 0.0428 Portfolio Std 0.0231 Portofolio return 0.0054 Portofolio Variance 0.0737 Portfolio Std 0.0218 0.0053 0.0726 Portfolio 2 TLS Portfolo 3 TLS Weight ER Std Corr Portfolio 1 TLS RO 0.5 -0.0047 0.0554 0.1777 0.5 Weight 0.0266 ER 0.0670 Std Corr CLS 0.5 -0.0047 0.0554 0.2015 0.5 Weight 0.0239 ER 0.0591 Std Corr WES 0.5 -0.0047 0.0554 0.0441 0.5 0.0197 0.1264 Portofolo return Portofolo Variance Portfolio Std 0.0109 Portofolo return 0.0022 Portofolio Variance 0.0471 Portfolo Std 0.0096 Portofolio return 0.0020 Portofolio Variance 0.0444 Portfolio Std 0.0075 0.0049 0.0701 Portfolio 5 RIO Portfolio CLS Weight ER Std Corr Portfolio 4 RIO ALS 0.5 0.0266 0.0670 -0.0804 0.5 Weight 0.0239 ER 0.0591 Std Corr WES 0.5 0.0266 0.0670 0.0756 0.5 Weight 0.0197 ER 0.1264 Std Corr WES 0.5 0.0239 0.0591 0.1073 0.5 0.0197 0.1264 Portofolo return Portofolo Variance Portfolio Std 0.0252 Portofolio return 0.0018 Portofolio Variance 0.0428 Portfolio Std 0.0231 Portofolio return 0.0054 Portofolio Variance 0.0737 Portfolio Std 0.0218 0.0053 0.0726