You're very polite. Thats'a a pleasure to talk with such people :)
As for the military: well-trained professionals tend to be efficient; if they with with a civilan, there's no use to use dangerous weapon; but if there's a life and death issue, do you really believe they won't use knife?
Boxing. If you're in a good state of health,you'll learn the basics in 3 months and you'll be able to defend yourself against some drunk roghneck (of course, if he isn't well-trained). If you haven't done any serious exercise before, you'll probably need half an year or so. Judging by my own...
Hey, stock-market gambling gives some people a pretty good income and so increases their confidence, but most people believe that isn't relaxing.
When I was training in boxing I've been pretty self-confident, but I wouldn't call this sport relaxing. Yoga IS relaxing.