You are constructing a portfolio of two assets, Asset A and

Asset B The expected returns of the assets are percent and

percent, respectively. The standard deviations of the assets are

percent and percent, respectively. The correlation between the

two assets is and the riskfree rate is percent. What is

the optimal Sharpe ratio in a portfolio of the two assets? What is

the smallest expected loss for this portfolio over the coming year

with a probability of percent?A negative value

should be indicated by a minus sign. Do not round intermediate

calculations. Round your Sharpe ratio answer to decimal places

and the zscore value to decimal places when calculating your

answer. Enter your smallest expected loss as a percent rounded to

decimal places.