You want to construct a risk$-$free portfolio by combining just to stocks $($A y B$).$Volatility of stock A $($B$)$ is $10\%(18\%).$ Their correlation coefficient is $-1.$ Compute the weight of stock $A$ in the portfolio.

a$.$ It is impossible to construct a risk$-$free portfolio.

b$.$ Between $63\%$ and $65\%.$

c$.$ Between $32\%$ and $38\%.$

d$.$ None of the above.