For the two-stock portfolio, indicate weights that provide risk elimination (risk is equal to zero). The correlation coefficient is -1, and expected return E(R ) and risk s(R) are as follows:

Company A: 10% E(R), 9% s(R)

Company B 13% E(R), 12% s(R)

Choose one correct answer:

a. wA = 0.57, wB = 0.43

b. wA = wB = 05

c. wA = 0.43, wB = 0.57

d. wA = 0.6, wB = 0.57

explain your answer with steps