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.

 

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. 31.21%.) Expected return on State of the economy Probability of Expected return on occurrence stock A in this state stock B in this state High growth 25% 43.0% 58.0% Moderate growth 20% 23.0% 28.0% Recession 55% -13.0% -23.0% Weight of stock A Weight of stock B % do % do