The returns of two stocks have expected values $E(x)=2$ and $E(Y)=3.$ Moreover, Var$(x)=1,$Var$(Y)=2,$Cov$(x,Y)=2.$

A portfolio with $s$ units of the first stock and $t$ units of the second stock has return $Z$ given by $Z=sxtY.$ Find the portfolio that maximizes the expected return under the constraint that

Var$(Z)=100$

$s=$

$t=$

Note: A square root like $\sqrt[\phantom{2}]{2}$ should be entered as sqrt$(2).$