Assume we have two stocks in a portfolio, and we are trying to optimize our portfolio weights to get the highest Sharpe ratio. Assume that the two stocks are not correlated with each other, the first stock has a mean return of 0.03 and that of the second is 0.01, and the standard deviation of the first stock is 0.3 and that of the second is 0.2. Calculate the optimal portfolio weights. (do we want to use standard deviation or variance?)

(show work please)