State with highest per capita of millionaires

I read this site often, but I post frequently to General Questions because of a bet made with the wife.

The question is simply what state has the highest per capita of millionaires? I said Maine because of the high value coastal properties mixes with the low population. She said North Dakota because, well, because she is insane.

Google has turned a blind eye to me so does anyone have this information?

Thanks!

High value coastal property mixed with low population? Almost.

Think Hawaii. (.pdf)