Consider a two-stock portfolio of stocks A and B with perfectly negative correlations of their returns. What portfolio weights XA and XB would make the portfolio risk-free, given that stock A has a volatility of 10% and stock B has a volatility of 30%? a) XA = 0, XB = 0.5 b) XA = 0.5, XB = 0.5 c) XA = 0.5, XB = 0.5 d) XA = 0.75, XB = 0.25 e) None of the above