i've calculate the w1 for section a which is, w1=[(sd2)^2-sd1sd2p]/[sd1^2+sd2^2-2sd1sd2p], so now i wanna know the weights for section b, thx!

3. Two risky assets with returns r1, r2 and standard deviations 01, 02, and correlation p. Calculate the weights for the following two optimal portfolios. a. Minimum volatility (variance) portfolio minimizes the overall risk min on s.t. W1 + W2 = 1 w b. Maximum Sharpe Ratio portfolio delivers the highest expected return of unit of risk max Tip -ri w Op s.t. W1 + W2 = 1