What is the optimal mix of a risky portfolio of stocks and $10$ Year U$.$S$.$ Government Bonds, assuming future annual stock returns of $10\%$ with volatility of $20\%,$ future annual $10$ Year U$.$S$.$ Government Bond returns of $5\%$ with annual volatility of $8\%,$ correlation of stocks to $10$ Year U$.$S$.$ Government Bonds of $0\mathrm{.}25$ and a constant risk$-$free rate of $4\%?$