Question: Table III XA return XB return STDEV Mean -0.4 1.4 0.126138 0.036000 -0.3 1.3 0.116847 0.042000 -0.2 1.2 0.109729 0.048000 -0.1 1.1 0.105228 0.054000 0

Table III
XA return XB return STDEV Mean
-0.4 1.4 0.126138 0.036000
-0.3 1.3 0.116847 0.042000
-0.2 1.2 0.109729 0.048000
-0.1 1.1 0.105228 0.054000
0 1 0.103685 0.060000
0.1 0.9 0.105228 0.066000
0.2857 0.7143 0.115686 0.077143
0.3 0.7 0.116847 0.078000
0.4 0.6 0.126138 0.084000
0.5 0.5 0.137162 0.090000
0.6 0.4 0.149536 0.096000

The asset allocation that achieves the lowest risk is:

XA XB
1. 0.5 0.5
2. -1 2
3. 0.333 0.667
4. 0.2867 0.7133
5. 0.7133 0.2867

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