Asset A offers an expected rate of return of 10% with a standard deviation of 25%. Asset B offers an expected rate of return of 5% with a standard deviation of 30%. Assume that the risk-free interest rate is zero.

Suppose Assets A and B are perfectly negatively correlated, form a 2-asset portfolio that has zero risk (i.e., standard deviation of return equals zero). [Hint: Need to look at the textbook or other investment textbooks to find the relevant formula to answer this question.]