Leo's a girl. This supposed ambiguity is an ongoing thing since she was first announced - thing is, there's no need to go to such great lengths to be ambiguous about what
appears to be a male character if it
is actually a male character. That's the first clue.
Besides that, there are some fairly subtle physical hints; look at the chest in the official render in this thread. There's an obvious bulge and it doesn't look like chest muscles. It goes down too low and ends too abruptly - there's like a "ledge" to it. This is more obvious in my image in this post, particularly if you look at the sideboob. The ambiguity is easy to keep up in Japanese where you don't need to use "he" or "she", but in the English official description of Leo, it gets really tied up by avoiding ever using any gender-specific words.
Leo was part of a very talented family. Leo's father was a world-famous spelunker, while Leo's mother served as a G Corporation executive. Although Leo's father disappeared during an expedition when Leo was a child, Leo still wanted to follow in the family tradition and become a spelunker.
Leo possessed a strong sense of character, thanks to a proper upbringing. Life was pleasant and relatively uneventful until one fateful day, when Leo's mother was killed by an unknown assailant. Depressed and filled with grief, Leo became incensed when the police called-off their investigation quickly and without explanation. Leo vowed to find the truth.
It goes on like that, using Leo in places where you should really be using "he" or "she". Compare that to another official bio of a Tekken 6 character:
Paul was saddled with an enormous debt when he learned about the King of Iron Fist Tournament 6. Hoping to better his previous finish, he committed himself to winning the event to pay off his debt. Contemplating a plan to ensure his victory, Paul came to the conclusion that prior failure was due to entering the tournament alone. This time around he decided to join forces with someone else to increase his chances of winning. It was then that Paul decided to ask his long time friend, Marshall Law, to enter with him.
See? It uses gender specific pronouns quite happily there, and in all the other bios. Leo's bio sounds really awkward in English but, as I said, in Japanese you don't say "his", "her", "him", "he" etc so you can get away with it. It's the same with another reverse trap; Kino. In the first Kino no Tabi novel, her gender is kept a secret, with many of the people she meets assuming she's a boy. It's not until a flashback when you see her as a little girl that you realise her real gender.
However, in English it was impossible to keep up without resorting to phrasing things like "Kino picked up Kino's hat and put in Kino's bag, then rode off on Kino's bike". Thus, the flashback was actually moved to the first chapter in the book and the gender ambiguity was lost. Seems like Namco decided to go with using the personal pronoun all the time, even though it sounds odd.
Also, just look at the official art they used for her profile on the official site:
Obviously "hidden" breasts, female hips, exaggerated shoulder pads to beef her up in that department. And last but not least, the face...