Exercise 3. There exists only two risky assets with returns r and r2 and a risk free rate rf. You are splitting your wealth only between the two risky assets. Compute the portfolio with the highest Sharpe ratio. (Hint: The algebra is easier if you do this problem in terms of expected excess returns instead of in terms of expected returns). Show your work. Exercise 3. There exists only two risky assets with returns r and r2 and a risk free rate rf. You are splitting your wealth only between the two risky assets. Compute the portfolio with the highest Sharpe ratio. (Hint: The algebra is easier if you do this problem in terms of expected excess returns instead of in terms of expected returns). Show your work