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 $0\mathrm{.}20$ and the risk$-$free rate is $4$ percent. What is the weight of each asset in the portfolio of the two assets that has the largest possible Sharpe ratio? $($Do not round intermediate calculations. Enter your weights as a percent rounded to $2$ decimal places. Round the Sharpe ratio to $4$ decimal places.$)$

Answer is complete but not entirely correct.

$\backslash$table$[[\backslash$table$[[$Weight of Asset$],[$A$]],91\mathrm{.}08(x,\%],[\backslash$table$[[$Weight of Asset$],[$B$]],8\mathrm{.}90,\%],[$Sharpe ratio,$0\mathrm{.}3664(,]]$