I want to understand why this holds: $argmax_w ( \frac{\mu^T w}{\sqrt{w^T\Sigma w}})=\Sigma^{-1}\mu $
I just found this post: Derivation of the tangency (maximum Sharpe Ratio) portfolio in Markowitz Portfolio Theory?
In the process you exchanged the optimization problem for the optimal tangency portfolio with the optimization problem for the mean-variance portfolio: $argmax_w (w^T\mu-\frac{1}{2}w^T\Sigma w )$
I want to understand why these optimization problems come to the same conclusion.
Thanks!