derive the optimal risky portfolio using calculus by maximizing the sharpe ratio with respect to W_E+W_D=1

Derive optimal risky portfollo using calculus shape ratio: Sp=pE(rp)rf max sharpe ratw s.t wE+wD=1 use calculus to derive the weights of EandD Should come up with in the end: D=[E(rD)rF]E2+[E(rE)rF]D2[E(rD)rF+E(rE)rF]DEPDE[E(rD)rF]E2[E(rE)rF]DEPDEE=1D