Suppose we have two stocks in a portfolio, and we are trying to optimize our portfolio weights to get the highest Sharpe ratio. Assume that the two stocks are not correlated with each other, the first stock has a mean return of 0.03 and that of the second is 0.01 , and the standard deviation of the first stock is 0.3 and that of the second is 0.2 . Calculate the optimal portfolio weights. (Slide \#2)