The risk minimzing portfolio here:

1. acheives zero risk
2. depends on the correlation between asset returns
3. can be found without generating Table-I
4. depends on the covariance between asset returns
5. all of the above

\begin{tabular}{|c|c|c|c|} \hline \multicolumn{4}{|c|}{ Table I } \\ \hline XA & XB & P & EP \\ \hline 0 & 1 & 0.103685 & 0.060000 \\ \hline 0.11 & 0.89 & 0.069469 & 0.066600 \\ \hline 0.22 & 0.78 & 0.035253 & 0.073200 \\ \hline 0.333333 & 0.666667 & 0.000000 & 0.080000 \\ \hline 0.4 & 0.6 & 0.020737 & 0.084000 \\ \hline 0.5 & 0.5 & 0.051842 & 0.090000 \\ \hline 0.6 & 0.4 & 0.082948 & 0.096000 \\ \hline 0.7 & 0.3 & 0.114053 & 0.102000 \\ \hline 0.8 & 0.2 & 0.145158 & 0.108000 \\ \hline 0.9 & 0.1 & 0.176264 & 0.114000 \\ \hline 1 & 0 & 0.207369 & 0.120000 \\ \hline \end{tabular}