The mean of the least risk portfolio is:

1. is the lowest of the two-assets-means
2. is less than 0.06
3. is less than 0.07
4. is more than 0.08
5. is more than 0.07 and less than 0.08

\begin{tabular}{|c|c|c|c|c|} \hline \multicolumn{5}{|c|}{ Table III } \\ \hline \multirow[t]{12}{*}{ XA } & & & P & EP \\ \hline & -0.4 & 1.4 & 0.126138 & 0.036000 \\ \hline & -0.3 & 1.3 & 0.116847 & 0.042000 \\ \hline & -0.2 & 1.2 & 0.109729 & 0.048000 \\ \hline & -0.1 & 1.1 & 0.105228 & 0.054000 \\ \hline & 0 & 1 & 0.103685 & 0.060000 \\ \hline & 0.1 & 0.9 & 0.105228 & 0.066000 \\ \hline & .2857 & 0.7143 & 0.115686 & 0.077143 \\ \hline & 0.3 & 0.7 & 0.116847 & 0.078000 \\ \hline & 0.4 & 0.6 & 0.126138 & 0.084000 \\ \hline & 0.5 & 0.5 & 0.137162 & 0.090000 \\ \hline & 0.6 & 0.4 & 0.149536 & 0.096000 \\ \hline \end{tabular}