Appropriate style benchmark is most uncorrelation between A and S which should be -0.89 and that benchmark 3 rather than benchmark 2 (with -0.04 correlation) which is the answer here.
Am i wrong here?
You do not want any correlation between the style and the benchmark. -.89 would indicate negative correlation, whereas -.04 is pretty close to 0, indicating no correlation at all.
oh ok !