Review Session 1 Question 1 Assume that you have a risky portfolio consisting of only two assets; a portfolio of risky debt (D) and a portfolio of risky equity (E). Prove that the maximization of the Sharpe Ratio for this portfolio results in an optimal weight of debt of WD EO OE)-FiPDEDOE. [20 points] Review Session 1 Question 1 Assume that you have a risky portfolio consisting of only two assets; a portfolio of risky debt (D) and a portfolio of risky equity (E). Prove that the maximization of the Sharpe Ratio for this portfolio results in an optimal weight of debt of WD EO OE)-FiPDEDOE. [20 points]