Please help with the question below:

Question 19 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 to 4 decimal places, e.g. 31.2125 and the final answers to 2 decimal places, e.g. 31.21%.) State of the Probability of Expected return on Expected return on economy occurrence stock A in this state stock B in this state High growth 25% 40.0% 57.0% Moderate 20% 19.0% 27.0% Recession 55% -7.0% -17.0% Weights of stock A Weights of stock B