Company A has an average monthly return of 1.087%, while Company B has an average monthly return of 2.114%. Assuming I have $1,000,000 available for investment, and I would like to use the portfolio theory to allocate my funds between three assets, which are Company A, Company B, and a risk-free asset (3.95%), how much will I invest in each of the three assets, if I would invest 20% of my portfolio in the risk-free asset and the rest into the risky assets, which are Company A and Company B? Please show complete solutions. These are the additional inputs:

Expected return for Company A: 1.087%

Expected return for Company B: 2.114%

Expected return for the risk-free asset: 3.95%

Standard deviation of return for Company A: 7.602%

Standard deviation of return for Company B: 11.785%

Correlation between Company A and Company B: 0.540