Lets say that there are only two risky assets: the equity fund and the bond fund. Well use the SPY for equity, and VCIT for the bond fund. Lets assume that past returns data is a reasonable approximation for each funds expected returns, variance, and the covariance with the other fund. Using returns data from October 2011 to September 2021, assume a risk-free rate of 0.05%. What are the weights of the portfolio that maximizes the Sharpe Ratio?