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. 31.21%.). State of the economy Probability of occurrence Expected return on stock A in this state Expected return on stock B in this state High growth 25% 41.5% 56.5% Moderate growth 20% 21.0% 27.0% Recession 55% -8.0% -17.0% Weight of stock A % Weight of stock B % eTextbook and Media Attempts: 2 of 3 used Using multiple attempts has impacted your score. 25% score reduction after attempt 1