An investment fund uses risk budgeting as part of its risk management process. Risk is calculated and monitored using delta-normal VaR at the 99% confidence level. The fund's total principal of EUR 100 million is invested across four asset classes comprised of European stocks, non-European stocks, European bonds, and non-European bonds. The total volatility profile of the fund is maintained at 5%. Information on the four asset classes is given below:

| Asset class | Weight | Average return | Volatility | Correlation |

|-------------|--------|----------------|------------|-------------|

| | | | | 1 2 3 4 |

| 1 European stocks | 40% | 12.99% | 9.25% | 1.00 -0.05 -0.07 -0.03 |

| 2 Non-European stocks | 12% | 10.82% | 11.91% | -0.05 1.00 0.02 -0.01 |

| 3 European bonds | 22% | 5.10% | 5.76% | -0.07 0.02 1.00 0.02 |

| 4 Non-European bonds | 26% | 10.53% | 11.94% | -0.03 -0.01 0.02 1.00 |

What is the sum of the risk budgets that should be allocated to the four asset classes?