The characteristics of two of the stocks are as follows: Stock Expected Return Standard Deviation IA 8% 40% 13% 60% The correlation between A and B is -1. Since they are perfectly negatively correlated, we can find a perfect hedge portfolio that offers an expected return at deviation. with zero standard (Answer as X% and round off to the 2nd decimal place. So, if you find 17.3000%, you put 17.30% into the blank)