Question 2 1 pts The standard deviation of Stock A and Stock B are 20% and 30% respectively. The correlation coefficient between A and B is -1. Find the weights of the portfolio consisting of A and B that has zero risk (i.e., zero standard deviation) 67% in A and 33% in B. O 60% in A and 40% in B. 50% in A and 50% in B. O 40% in A and 60% in B