Problem 3 You currently have $300,000. You want to invest it in the following three assets: 10-year US Treasury bond with coupon rate 3.8%, Blandy and Gourmange stocks below: Year Average annual return Standard deviation of annual return Correlation between Blandy and Gourmange Blandy Gourmange 6.4% 9.2% 25.2% 38.6% 0.11 Your goal is to have the expected return of 6.8% with a minimum portfolio risk. How much money should you allocate to these three assets?