Question 15 * Your answer is incorrect. Try again. 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 30% 42.5% 57.5% Moderate 25% 22.5% 27.5% Recession 45% -12.5% -22.5% Weights of stock A Weights of stock B