The characteristics of two of the stocks are as follows Stock Expected Return Standard Deviation A 10% 80% B 896 40% The correlation between A and B is -1. with zero standard Since they are perfectly negatively correlated, we can find a perfect hedge portfolio that offers an expected return at deviation. (Answer as X% and round off to the 2nd decimal place. So, if you find 17.3000%. you put 17.30% into the blank)