o achieve a zero standard deviation for a portfolio, calculate the weights of stock A and stock B, assuming the correlation coefficient is 1. Use the following information. (Round intermediate calculations to 4 decimal places, e.g. 31.2125 and the final answers to 2 decimal places, e.g. 31.21%.)

State of the economy		Probability of occurrence		Expected return on stock A in this state		Expected return on stock B in this state
High growth		30%		42.5%		57.5%
Moderate		25%		22.5%		27.5%
Recession		45%		-12.5%		-22.5%