Hi, I have written down the statistical values needed for this question, I need to answer what is the Sharpe Ratio of the optimal portfolio? Describe the portfolio weights of the optimal portfolio. (Also, if this information is helpful: A and B hold the same risky portfolio with an expected return of 10% and return standard deviation of 15% and have no other assets, A risk aversion coefficient is 4, and B is 3)

\

Stock A stock B ELR) 1% 010158 0102815 0, 000375 Covaance correlation Lie 0181345 since, we now have WA = 25%, wB%, Eup) WARAWB PRE 1.257. 68 = 0.025ig Question : Suppose the risk free late is 0,30%. What is the sharp Ratio of the optimal portfolio ? Describe the potfelio weights of the optimal putfolio