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 0.20 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.)

I have the Weight of Asset A 76.68% &

Weight of Asset B 23.18% correct, but I cannot seem to calculate the Sharpe Ratio correctly