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 intermedlate calculations and final answers to $2$ decimal places, e$.$g$.31\mathrm{.}21\%.)$

$\backslash$table$[[\backslash$table$[[$State of the$],[$economy$]],\backslash$table$[[$Probability of$],[$occurrence$]],\backslash$table$[[$Expected return on$],[$stock A in this state$]],\backslash$table$[[$Expected return on$],[$stock B in this state$]]],[$High growth,$30\%,43\mathrm{.}5\%,58\mathrm{.}5\%$