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 High growth Moderate growth Recession Weight of stock A Weight of stock B Save for Later Probability of occurrence 25% 20% 55% Expected return on stock A in this state 44.0% 24.0% -14.0% % % Expected return on stock B in this state 59.0% 29.0% -24.0% Attempts: 0 of 3 used Submit