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Which formula provides the least risk portfolio weights in this case: XA = sA/(sA+sB) XA = -sB/(sA-sB) XA = sB/(sB- sA) answers 2 and 3

Which formula provides the least risk portfolio weights in this case:

  1. XA = sA/(sA+sB)
  2. XA = -sB/(sA-sB)
  3. XA = sB/(sB- sA)
  4. image text in transcribed
  5. answers 2 and 3 are correctimage text in transcribed
\begin{tabular}{|rrrrr|} \hline \hline \multicolumn{4}{l||}{ Table II } \\ \hline \hline XA & \multicolumn{2}{l|}{P} & EP \\ -1.4 & 2.4 & 0.041474 & -0.024000 \\ -1.3 & 2.3 & 0.031105 & -0.018000 \\ -1.2 & 2.2 & 0.020737 & -0.012000 \\ -1.1 & 2.1 & 0.010368 & -0.006000 \\ -1 & 2 & 0.000000 & 0.000000 \\ -0.9 & 1.9 & 0.010368 & 0.006000 \\ -0.8 & 1.8 & 0.020737 & 0.012000 \\ -0.7 & 1.7 & 0.031105 & 0.018000 \\ -0.6 & 1.6 & 0.041474 & 0.024000 \\ -0.5 & 1.5 & 0.051842 & 0.030000 \\ -0.4 & 1.4 & 0.062211 & 0.036000 \end{tabular}

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