The style and standard page for disputed parentage:
http://www.wikitree.com/wiki/Disputed_parentage
"When there are two or more theories about who a person's parents could have been, and it's not reasonable to think that one theory is more likely than another, it is best not to add any of them in the parent fields of the profile. Instead, all theories can be explained in the biography section of the profile."
It depends on how credible each theory is, and the supporting evidence. If one is significantly more favored, then link that one. Whatever you do, explain in detail in the biography section about the dispute and evidence for each set, and at least everyone who reads the profile will know what's going on.