Assume the rates of return for shares A and B have a perfect, negative correlation (i.e. coefficient of-1). If their expected rates of return are 9% and 13% for the relevant investment period, and the standard deviation of rates of return are estimated to be 12% and 20% respectively, calculate what proportions of your money should be invested into assets A and B (i.e. calculate the asset weightings) to achieve a portfolio that has an expected zero risk.