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Another study shows how the mix of neurochemicals and sex hormones contribute to behavioral differences in men and women.

We've seen how oxytocin, the cuddle hormone, makes men more trusting.  Jack van Honk, a psychologist at Cape Town University, gave oral testosterone to women in their 20s and then asked them to rate photos of strangers' faces. It's interesting that he used a pill placed under the tongue, and rather surprising that a single oral dose would influence brain activity. But there you go.

At any rate, according to The Telegraph

Historically for women it was important to be co-operative and sociable in order to survive whereas for men it was more important to be able to fight.

Men therefore evolved with more testosterone than women in order to make them bigger, stronger and more aggressive. It also seems to have made them more wary and to constantly "watch their back" for danger. 

The testosterone dose may actually have increased the effects of vasopressin, a chemical that's close to oxytocin in structure and strongly influenced by testosterone. In animals, vasopressin increases mate guarding and vigilance.