Table 1: Optimal fractions and Geometric mean returns (discrete case).
0.70.4400.2000 1.1137
0.72.5573.2533 1.1223
0.74.6747.3067 1.1333
0.76.7920.3600 1.1466
0.78.9093.4133 1.1628
0.801.0267.4667 1.1819