could someone show the step by step solution of how to solve this? Thank you!

4. Suppose the correlation of the returns of UO.A and UO.B is 1.0. Use the information below to identify the weight in UO.B that perfectly hedges the risk of UO.A (meaning that the standard deviation of the portfolio's return is zero). UO.A UO.B E(r) 6% 7% 01 20% 30% (a) -100% in A, 200% in B (b) -200% in A, 300% in B (c) 300% in A, -200% in B (d) 400% in A, -300% in B