not sure how to do the math for this question. can u. clearly write how to solve. step by step

Suppooe Avon and Wova stocks have volatities of 45% and 28%, Respectwely, and they are perfectly nepatvely ooselated. What portbolo of these tao stocks has zero risk? The portfoles of fiese two stacki that has zero hak is No d Avon and Sof Nova. (Round to two deainal places.) * One or more of your responses is incorrect. We solve for x1 : p=x12(0.58)2+(1x1)2(0.20)2+2x1(1x1)(1)(0.58)(0.20)=0(0.6084)x12+(0.3120)x1+0.0400=0 Recall that to solve a quadratic equation of the form ax2+bx+c=0, use the formula: x=2abb24ac Suppooe Avon and Wova stocks have volatities of 45% and 28%, Respectwely, and they are perfectly nepatvely ooselated. What portbolo of these tao stocks has zero risk? The portfoles of fiese two stacki that has zero hak is No d Avon and Sof Nova. (Round to two deainal places.) * One or more of your responses is incorrect. We solve for x1 : p=x12(0.58)2+(1x1)2(0.20)2+2x1(1x1)(1)(0.58)(0.20)=0(0.6084)x12+(0.3120)x1+0.0400=0 Recall that to solve a quadratic equation of the form ax2+bx+c=0, use the formula: x=2abb24ac