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.$)$

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