You are managing a pension fund with a goal of maximizing the long-term growth rate. There are three assets available. Asset 1 has a risk-free return of 5%. Assets 2 and 3 each are driven by geometric Brownian motion with the following parameter values: \(\mu_{2}=0.1, \mu_{3}=0.15, \sigma_{2}=0.3, \sigma_{3}=0.4, ho=.5\), where \(ho\) is the correlation between the two Brownian motions. What are the optimal portfolio weights?