Sharpe Maximization

Suppose you have two assets, say $A$ and $B$. It is known that asset $A$ has expected excess returns of $7\%$ and asset $B$ has expected excess returns of $4\%$. The covariance matrix of the excess returns of $A$ and $B$ is given by $\begin{bmatrix} 1 & 1 \\ 1 & 2 \end{bmatrix}$. Constraining to holding $1$ unit of assets total (i.e. if you buy $a$ units of asset $A$ and $b$ units of asset $b$, $a+b = 1$), how many units of asset $A$ should be held to maximize the expected Sharpe Ratio of the portfolio consisting of some combination of assets $A$ and $B$?