What is the weight of each asset in the portfolio of the, Financial Management

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What is the weight of each asset in the portfolio of the

You are constructing a portfolio of two assets, Asset A and Asset B. The expected returns of the assets are 12 percent and 15 percent. The standard deviations of the assets are 29 percent and 48 percent, respectively. The correlationg between the two assets is .20 and the risk free rate is 4 percent. What is the optimal Sharpe ratio in a portfolio of the two assets? What is the weight of each asset in the portfolio of the two assets that has the largest possible Sharpe ratio?

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