XYZ Investment Firm is interviewing four portfolio managers for a senior portfolio management position. The firm has two assets, Asset A and Asset B, with the following characteristics:

• Asset A: Expected return = 8%, Volatility = 15%
• Asset B: Expected return = 6%, Volatility = 10%
• The risk-free rate is 2%.

The goal is to determine the optimal allocation between Asset A and Asset B that maximizes the Sharpe Ratio of the portfolio. After the interview, each of the four candidates submitted their proposed allocation ratios of the portfolio and other relevant data to support their decisions. The results are as follows:

Candidate	Asset A's weight	Asset B's weight	MVaR_A	MVaR_B
1	55%	45%	0.0546	0.0546
2	45%	55%	0.0584	0.0490
3	60%	40%	0.0660	0.0440
4	40%	60%	0.0742	0.0581

Based on the above results, which candidate should XYZ Investment Firm hire as the portfolio manager?