You have 500 to invest in 5 assets whose returns are independent and normally distributed, respectively, as N(1.03,0.05), N(1.04,0.08), N (1.01, 0.01), N (1.09, 0.13) and N (1.06, 0.065), where the first value is mean and second is std. dev. At least 20% of your portfolio should be invested in the first asset, no more than 75% can be made up of second, third and fifth assets combined, and investment in the fourth asset cannot be any bigger than the first asset. Short-selling is not allowed.

1. State the optimal portfolio in boxes below (monetary amounts rounded to 2 decimals, without symbol).

2. State the return rate (in %) for your optimal portfolio.