Investment Planning: Asset Relocation 6 (Checking the New Component in Strengthen the Sharpe Optimization via Excel Solver)

Lately, I discovered a good unit trust from an article that presented its ten years performance since 3-Jul-00 to 19-Aug-10. It is surprisingly its annualized return and standard deviation is much more better than my own portfolio. Let us name this unit trust as PSC.
Annualized Return = RATE((DATE(2010,8,19)-DATE(2000,7,3))/365.25,0,-1,4.0809) = 14.90% p.a.
So, I am introducing this unit trust to my current portfolio for the optimization.

Result:
A) Single Unit Trust
Expected Return: 2.95%, Standard Deviation: 3.21%, Sharpe Ratio: 0.8540
B) Current Optimized Portfolio
Expected Return: 3.30%, Standard Deviation: 2.35%, Sharpe Ratio: 1.3136
C) Introducing PSC into Current Optimized Portfolio
Expected Return: 3.34%, Standard Deviation: 2.16%, Sharpe Ratio: 1.4524
D) Actual Portfolio
Expected Return: 3.11%, Standard Deviation: 3.58%, Sharpe Ratio: 0.8097

Action 1:
What Happen if I relocate Genting to LPI and PIttikal to PSC?
Expected Return: 3.35%, Standard Deviation: 3.38%, Sharpe Ratio: 0.9304


Action 2:
What Happen if I relocate PIttikal to PSC?
Expected Return: 3.25%, Standard Deviation: 3.49%, Sharpe Ratio: 0.8695

Action 3:
What Happen if I relocate Genting and PIttikal to PSC?
Expected Return: 3.26%, Standard Deviation: 3.35%, Sharpe Ratio: 0.9095