Consider stock A with standard deviation sA, and stock B with standard deviation sB. Assume the two stocks are perfectly negative correlated and that sA>sB or sA

A. xA=(sA/( sB- sA))

B. xA=50%

C. xA=(sA/( sB+ sA))

D. None of the above as both stocks have risky returns.

E. I choose not to answer.