Assume that the expected return on asset 1 is 5% and the expected return on asset 2 is 4%. The standard deviation of asset 1 is 3.0% and 1.5% for asset 2. Assume the correlation of both assets is -0.5. W1: 1.00, 0.75, 0.50, 0.25, 0.00 W2: 0.00, 0.25, 0.50, 0.75, 1.00. What is the weight on asset 1 in the maximum Sharpe ratio portfolio: (a) -0.50; (b) 0.15; (c) 0.30; (d) -0.25? The sharpe ratios for rows 1-5 are as followed 1.67, 2.28, 3.46, 4.28, 2.67.