Question 3 You are constructing a portfolio of two assets. Asset A has an expected return of 12 percent and a standard deviation of 20 percent. Asset B has an expected return of 18 percent and a stande deviation of 50 percent. The correlation between the two assets is .10 and the risk- free rate is 4 percent. What is the weight of each asset in the portfolio of the two assets that has the largest possible Sharpe ratio? What is the maxiinised Sharpe ratio