There are two securities: stock G and stock H. Stock G has an expected return of 12% and a standard deviation of 20%, while stock H has an expected return of 3.5% and a standard deviation of 4%. The correlation coefficient between the two securities is 0.35. The risk-free rate is 3%. An investor with a coefficient of risk aversion of 1 can trade only the risky assets. What are the weights of stock G and H in the optimal portfolio? Describe this optimal portfolio using its expected return and standard deviation. What would be your answer if short selling is not allowed? Please briefly explain why the answer would change this way as well