You are constructing a portfolio of two assets, Asset A and Asset B. The expected returns of the assets are 8 percent and 14 percent, respectively. The standard deviations of the assets are 24 percent and 32 percent, respectively. The correlation between the two assets is 0.31 and the risk-free rate is 5.2 percent. What is the optimal Sharpe ratio in a portfolio of the two assets? What is the smallest expected loss for this portfolio over the coming year with a probability of 16 percent?