The expected return and standard deviation of the return of Stock A are A and A, respectively. The expected return and standard deviation of the return of Stock B are B and B, respectively. The correlation coefficient between the returns of the two stocks is equal to -1. a) Find the weights of a portfolio made of Stocks A and B that has return standard deviation equal to P>0. b) Is this portfolio unique? c) Under what conditions will the portfolio formation require the shortselling of at least one the two stocks?