getting wrong choice

Asset A has an expected return of 12% and a standard deviation of 34%. Asset B has an expected return of 8% and a standard deviation of 21%. Assume a risk-free rate of 3\%. If A and B have a correlation of - 1 (negative one), how much should you invest in A to get the maximum diversification benefit? 50% 33.33% 66.7% 38.18%