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 25% 41.0% 56.0% Moderate growth 20% 21.0% 26.0% Recession 55% -11.0% -21.0% Weight of stock A enter weight of stock A in percentages % Weight of stock B enter weight of stock B in percentages %

Current Attempt in Progress 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 25% 41.0% 56.0% Moderate growth 20% 21.0% 26.0% Recession 55% - 11.0% -21.0% Weight of stock A % Weight of stock B % Save for Later Attempts: 0 of 3 used Submit Answer Using multiple attempts will impact your score. 25% score reduction after attempt 1