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 Blandy Gourmange 1 26.0% 17.0% 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% 11 28.6% $1.7% 12 16.5% -59.4% 13 -15.4% 16.5% 14 -16.5% 7.7% 15 2.2% 30.8% 16 -11.0% 44.0% 17 62.2% 18.7% 18 33.0% -25.3% 19 -35.2% 4.4% 20 50.8% B2.5% 21 23.4% 42.3% 22 13.5% -48.6% 23 -12.6% 13.5% 24 -13.5% 6.3% 25 1.8% 25.2% 26 -9.0% 36.0% 27 18.8% 15.3% 28 27.0% -20.7% 29 28.8% -3.6% 30 25.2% 67.5%