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 and final answers to 2 decimal places, e.g. 31.21%.) State of the economy Probability of occurrence Expected return on stock A in this state Expected return on stock B in this state High growth 30% 45.5% 60.5% Moderate growth 25% 25.5% 30.5% Recession 45% - 15.5% -25.5% Weight of stock A % Weight of stock B %