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 Blandy Gourmange

Average annual return 6.4% 9.2%

Standard deviation of annual return 25.2% 38.6%

Correlation between Blandy and Gourmange 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?