Hi xamdarb
A Jack Dempsey in my a very aggressive cichlid, your gourami would not stand a chance. I have never kept convicts before but in a 40G there would be a good chance of teritorial disputes. Price wise a small JD in the uk costs around £2.50 - £3.00. I bought a baby JD about 2 months ago it was only about 1.5 " and even at that size it was terrorising my Black Ghost Knife (6") and a Geophagus (5") so i would not like to think the damage a larger JD would do, i swiftly took my JD back. it all depends on what the nature of the fish is really, you could be lucky and get a JD that will tolerate tank mates like convicts or you could end up with a JD that will not tolerate any other fish in the tank thus a dead convict.
My opinion is keep a single JD on its own. As a 40G is about the bare minimum for a JD