Exercise 3. There exists only two risky assets with excess returns R, and R2. You are splitting your wealth only between the two risky assets. Compute the portfolio with the highest Sharpe ratio, that is, find the a* that maximizes the Sharpe ratio. (Hint: Use the quotient rule from calculus to take the derivative). Your answer will be in terms of E(R), E(R2), o, o, and 0102P (the covariance). Show your work. Exercise 3. There exists only two risky assets with excess returns R, and R2. You are splitting your wealth only between the two risky assets. Compute the portfolio with the highest Sharpe ratio, that is, find the a* that maximizes the Sharpe ratio. (Hint: Use the quotient rule from calculus to take the derivative). Your answer will be in terms of E(R), E(R2), o, o, and 0102P (the covariance). Show your work