Cinderella plans to form a portfolio with two securities: Jaq and Gus. The correlation between the two securities is -1. Given the following forecasts, what are the weights in Jaq and Gus that will set the standard deviation of the portfolio equal to zero? State of the Economy High Growth Moderate Growth Recession Probability of Occurrence 15% 30% 55% Jaq Expected Return 25% 13% -5% Gus Expected Return -10% 8% 12% Portfolio weights in Jaq and Gus are 39.49% and 60.51% respectively Portfolio weights in Jaq and Gus are 74.37% and 25.63%, respectively O Portfolio weights in Jaq and Gus are 60.51% and 39.49%, respectively O Portfolio weights in Jaq and Gus are 25.63% and 74.37%, respectively