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?