You are constructing a portfolio of two assets, Asset A and Asset B. The expected returns of the assets are 12 percent and 28 percent, respectively. The standard deviations of the assets are 12 percent and 33 percent, respectively. The correlation between the two assets is 0.06 and the risk-free rate is 5 percent. What is the optimal Sharpe ratio in a portfolio of the two assets? Can you show this in excel?