Estrella Hougland is looking to invest in a portfolio of 2 stocks, T (AT&T Inc.) in the Integrated Telecommunication Services sector and IR (Ingersoll-Rand PLC) in the Industrial Machinery sector. They have betas of 2.72 and -2.57 respectively, given that the market is expected to return 5.00% and the yield on a 10-year treasury is 1.90%what are the appropriate weights on the portfolio to form a zero-beta portfolio? (place your answers in the boxes) (hint: the fact that there are 2 assets is key)