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If someone could help me with what formula I am supposed to use for this problem. My professor gave the answers but not the formula.
If someone could help me with what formula I am supposed to use for this problem. My professor gave the answers but not the formula. Any help would be much appreciated. 
QUESTION Consider the stock 1 and 2, whose standard deviations are respectively 8% and 10%, while their correlation is - Calculate the weights Wand W, for which the portfolio risk is 0. Solution W: -0.1/(0.08 +0.1) - 0.555 W: -1-0.555 -0.444
If someone could help me with what formula I am supposed to use for this problem. My professor gave the answers but not the formula. Any help would be much appreciated.
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Quantitative Methods For Business
Authors: David Anderson, Dennis Sweeney, Thomas Williams, Jeffrey Cam
11th Edition
978-0324651812, 324651813, 978-0324651751
