You are constructing a portfolio of two assets, Asset A and Asset B. The expected returns of the assets are 7 percent and 13 percent, respectively. The standard deviations of the assets are 33 percent and 41 percent, respectively. The correlation between the two assets is 0.49 and the risk-free rate is 5.8 percent. What is the optimal Sharpe ratio in a portfolio of the two assets? What is the smallest expected loss for this portfolio over the coming year with a probability of 2.5 percent?

(A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your Sharpe ratio answer to 4 decimal places and the z-score value to 3 decimal places when calculating your answer. Enter your smallest expected loss as a percent rounded to 2 decimal places.)

Sharpe ratio: (four decimals please)

Smallest expected lost: (percent)