Which one of these "assets" is tangent to the

efficient frontier? $($ultimate portofolio theory$)$

Where it uses Probability desity of positive return, probability density of negative returns.$($omegaratio$)$

Sharpe: $1\mathrm{.}9.$ Omega $8.$

Sharpe: $2\mathrm{.}2.$ Omega $5.$

Sharpe: $2.$ Omega $4.$

Sharpe: $1\mathrm{.}3.$ Omega $8\mathrm{.}1.$