You need to form a portfolio with two risky assets? The correlation coefficient between Asset A and Asset B is 0.44 The risk free rate is 2% Not allowing short sell, the weigh of asset A in the porfolio with the highest sharp ratio is % ? hint: the weight of A and B in the portfolio must be greater than 0 Note: if your answer is 17.51%, enter 17.51 if your answer is 0.1751 , enter 17.51