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Good evening, please see the problem below and provide calculations...thank you. Problem 4 You currently have $1,000,000. You want to invest it in the following

Good evening, please see the problem below and provide calculations...thank you.

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Problem 4 You currently have $1,000,000. You want to invest it in the following three assets: 10-year US Treasury bond with coupon rate 4.5%, Blandy and Gourmange stocks, which have the following historical annual returns: Year Bland Gourmange 26.0% 47.0% 15.0% -54.0% -14.0% 15.0% -15.0% 7.0% 2.0% -28.0% 10.0% 40.0% 22.0% 17.0% 30.0% 23.0% -32.0% -4.0% 28.0% 75.0% 28.6% 51.7% 16.5% -59.4% -15.4% 16.5% -16.5% 7.7% 2.2% -30.8% 11.0% 44.0% 62.2% 18.7% 33.0% -25.3% -35.2% 50.8% 4.4% 82.5% 23.4% 12.3% 13.5% -12.6% 48.6% 13.5% 13.5% 5.3% 1.8% 25.2% 9.0% 36.0% 18.8% 5.3% 27.0% 20.7% -28.8% -3.6% 25.2% 57.5% Your goal is to have the expected annual return of 7.6% with a minimum portfolio risk. How much money should you allocate to these three assets? What is the minimum portfolio risk (i.e., the standard deviation)

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