Consider two assets with expected return Elr1)=0.33, E(r2)=0.46; with variances 012-0.16, 022-0.25 and covariance 012=0.16. The risk free rate is 0.07. Find the normalized weight w1 and w2 of the efficient portfolio (the tangency portfolio) of risky assets. (Keep your answer to 2 decimal place, e.g. xxx.12.) Key-in wy here