Calculating optimal weigths in a portfolio with two assets, A and B and find dollar amount to invest.

short selling can occur. dont include rates. this is all the information needed:

amount to invest: $1.000.000

Risk aversion factor: 2.25

expected return for A: 0.00356

expected return for B: 0.01838

standard deviation (risk) for A: 0.0675

standard deviation (risk) for B: 0.0792

correlation: 0.3717