You're considering forming a risk-free portfolio composed of two assets with the following information. Under which scenario will you reach your goal? Correlation (A,B)=0; Weight (A)=60%. Correlation (A,B)=1; Weight (A)=40%. Correlation (A,B)=1; Weight (A)=60%. Correlation (A,B)=0; Weight (A)=40%. Correlation (A,B)=1; Weight (A)=40%