PLEASE I NEED HELP WITH THIS

With the two bonds given, Construct a hedged Bond portfolio whereby the risk is eliminated entirely.

i already put up the values for variance and other stuff

1	1000.00	0.5000	-100.00	0.5000	450.00	0.5000
2	-100.00	0.5000	1000.00	0.5000	450.00	0.5000
	Expected Return Bond A = piri:	450.0000
	Variance of Bond A = pi[ri - E(ri)]2	302500.0000
	Standard Deviation of Bond A= Square Root of Variance	550.0000
	Expected Return Bond B = piri:	450.0000
	Variance of Bond B = pi[ri - E(ri)]2	302500.0000
	Standard Deviation of Bond B = Square Root of Variance	550.0000
	Expected Return Pooled Portfolio	450.0000
	Variance	0.0000
	Standard Deviation	0.0000