The Week 5 Case Study Assignment is the fourth of a series of analytical tasks, spanning several weeks. The task involves an analysis of general economic conditions or systematic risk, i.e., the risk that affects all industries and companies, in the U.S. macroeconomy. The goal is to determine in percentage terms an optimal allocation of $1,000,000 among the following three asset classes: U.S. equities, U.S. Treasury bonds, and cash. In Week 5, submit a combined analysis of the allocation among the three asset classes. Combine the analysis from the previous three weeks into one final paper and include a conclusion summarizing the findings over the course of the 4-week project.

U.S. Equities - 70 %

U.S. Treasury bonds - 25 %

Cash - 5 %

The goal is to maximize your expected return over the next 12 months.