I need to prove this, maximization of sharpe ratio between two assets mathematically.

Please help

Maximizing the Sharpe Ratio Thus, we want to solve the following maximization problem: max_omega = E(r_p) - f_f/sigma_p where E(r_p) = wE(r_B) + (1 - w)E(r_C) sigma_p = [w^2 alpha_B^2| + (1 - w)^2 sigma_C^2 + 2w(1 - w)rho_BC sigma B sigma C]^1/2 Maximizing the Sharpe Ratio If we have two risky assets, B and C, we can write-out the equation for the weights for the optimal portfolio: w_B^p = E(r_B)sigma_C^2 - E(r_C) cov(r_B, r_C)/E(r_B)sigma_C^2 + E(r_c)sigma_B^2 - [E(r_B) + E(r_C)]cov(r_B, r_C) w_C = 1 - w_B