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 $0\mathrm{.}49$ and the risk$-$free rate is $5\mathrm{.}8$ percent. What is the optimal Sharpe ratio in a portfolio of the two assets? What is the smalles expected loss for this portfolio over the coming year with a probability of $2\mathrm{.}5$ percent?