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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. image text in transcribed
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

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