To achieve a zero standard deviation for a portfolio, calculate the weights of stock A and stock B$,$ assuming the correlation coefficient

is $-1.$ Use the following information. $($Round intermediate calculations and final answers to $2$ decimal places, e$.$g$.31\mathrm{.}21\%.)$

Weight of stock $A$

Weight of stock BTo achieve a zero standard deviation for a portfolio, calculate the weights of stock $\backslash ($ A $\backslash )$ and stock B$,$ assuming the correlation coefficient is $-1.$ Use the following information. $($Round intermediate calculations and final answers to $2$ decimal places, e$.$g$.31\mathrm{.}21\backslash \%.)$

pls show step by step how did you solved for WeightA, because I want to know how is it done thanks