You are constructing a portfolio of two assets. Asset A has an expected return of 12 percent and a standard deviation of 24 percent Asset B has an expected return of 18 percent and a standard deviation of 54 percent. The correlation between the two assets is 20 and the risk free rate is 4 percent. To achieve the highest possible Sharpe ratio, what should be the weight of each asset in the portfolio? (Do not round intermediate calculations. Enter your weights as percent rounded so 2 decimal places. Round the Sherpe ratio to 4 decimal places.) Weight of Asset Weight of Asset Sharpe ratio