3rd time on this problem and cant seem to understand what to do

To achieve a zero standard deviation for a portfolio, calculate the weights of stock A and stock B, assuming the correlation coefficient is -1. Use the following information. (Round intermediate calculations and final answers to 2 decimal places, e.g. 31.21%.) State of the economy High growth Moderate growth Recession Weight of stock A Weight of stock B Probability of occurrence 25 55 Expected return on stock A in this state 41.0% 20.0% -8.0% Expected return on stock B in this state 58.0% 28.0% -18.0%