A portfolio with the given weights:

1. generates a mean higher than the mean of each individual ticker
2. exhibits an STD risk lower than the risk of any individual ticker
3. It can't be dominated by any portfolio providing its mean return
4. answers 1 and 3 are correct
5. all of the above

\begin{tabular}{|c|c|c|c|c|c|} \hline L & M & N & O & P & Q \\ \hline & JNJ & DIS & KO & WMT & AGG \\ \hline MEAN & 0.0288 & 0.0395 & 0.0236 & 0.0285 & 0.0100 \\ \hline STD & 0.0681 & 0.1202 & 0.0674 & 0.0834 & 0.0166 \\ \hline STD & & \multicolumn{2}{|c|}{ Correlation matrix } & & \\ \hline 0.0681 & 1.0000 & 0.3800 & 0.4252 & 0.4582 & -0.0517 \\ \hline 0.1202 & 0.3800 & 1.0000 & 0.4913 & 0.3869 & -0.4022 \\ \hline 0.0674 & 0.4252 & 0.4913 & 1.0000 & 0.4800 & -0.0484 \\ \hline 0.0834 & 0.4582 & 0.3869 & 0.4800 & 1.0000 & 0.2316 \\ \hline \multirow[t]{3}{*}{0.0166} & -0.0517 & -0.4022 & -0.0484 & 0.2316 & 1.0000 \\ \hline & & & - & & \\ \hline & & \multicolumn{2}{|c|}{ Covariance matrix } & & \\ \hline wghts & 0.2000 & 0.2000 & 0.2000 & 0.2000 & 0.2000 \\ \hline 0.2000 & 0.0046397 & 0.0031108 & 0.0019535 & 0.0026026 & 5.86E05 \\ \hline 0.2000 & 0.0031108 & 0.014442 & 0.0039825 & 0.0038769 & -0.000804 \\ \hline 0.2000 & 0.0019535 & 0.0039825 & 0.0045489 & 0.0026993 & 5.44E05 \\ \hline 0.2000 & 0.0026026 & 0.0038769 & 0.0026993 & 0.0069533 & 0.0003214 \\ \hline 0.2000 & 5.86E05 & -0.000804 & 5.44E05 & 0.0003214 & 0.000277 \\ \hline \end{tabular} \begin{tabular}{|c|c|c|c|c|} \hline JNJ & DIS & KO & WMT & AGG \\ \hline 0.4200 & 0.3000 & 0.1300 & 0.1000 & 0.0500 \\ \hline \end{tabular}